+21.7%
JBL vs RCAT
-54.8%
+76.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +1.7% |
| 7D | +10.0% | +15.6% | -5.6% | +7.2% |
| 30D | -18.2% | -24.1% | +5.9% | -15.2% |
| 3M | -29.0% | -61.9% | +32.9% | -19.6% |
| 6M | -25.9% | -64.3% | +38.5% | -17.1% |
| YTD | +14.1% | -50.4% | +64.5% | +19.5% |
| 1Y | +21.7% | -54.0% | +75.7% | +27.9% |
| All | +21.7% | -54.8% | +76.4% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling