+10,152.9%
RTX vs JBL
+34,886.9%
-24,734.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +4.8% | +6.3% | -1.6% | +3.8% |
| 30D | +6.5% | -13.5% | +20.0% | +8.6% |
| 3M | -9.6% | -31.3% | +21.7% | -5.0% |
| 6M | +12.3% | -28.4% | +40.8% | +16.7% |
| YTD | +9.5% | +11.6% | -2.1% | +5.8% |
| 1Y | +15.8% | +26.1% | -10.3% | +9.9% |
| 3Y | +157.0% | +97.4% | +59.6% | +122.6% |
| 5Y | +148.8% | +301.0% | -152.2% | +91.0% |
| 10Y | +264.0% | +1,151.1% | -887.1% | +136.5% |
| All | +10,152.9% | +34,886.9% | -24,734.1% | +5,113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling