+152.8%
RTX vs JBL
+189.9%
-37.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | -3.1% | +4.4% | -7.5% | -3.4% |
| 30D | -10.6% | -8.4% | -2.1% | -10.1% |
| 3M | +11.6% | -14.2% | +25.8% | +12.5% |
| 6M | -4.5% | +29.6% | -34.1% | -7.1% |
| YTD | +9.6% | +37.1% | -27.5% | +5.9% |
| 1Y | +30.8% | +49.5% | -18.7% | +25.4% |
| 3Y | +152.8% | +192.7% | -39.8% | +134.7% |
| All | +152.8% | +189.9% | -37.0% | +134.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling