+1,447.0%
JBL vs RCAT
-98.5%
+1,545.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.7% |
| 7D | -1.0% | -5.4% | +4.4% | -1.0% |
| 30D | -15.1% | -24.2% | +9.1% | -14.9% |
| 3M | -14.0% | -25.8% | +11.8% | -13.9% |
| 6M | +20.6% | -44.9% | +65.5% | +21.0% |
| YTD | +32.9% | +1.9% | +31.0% | +32.6% |
| 1Y | +40.5% | -5.2% | +45.7% | +40.1% |
| 3Y | +183.7% | +759.6% | -575.8% | +177.8% |
| 5Y | +388.3% | +187.5% | +200.8% | +378.9% |
| All | +1,447.0% | -98.5% | +1,545.5% | +1,409.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling