+192.7%
JBL vs RCAT
+796.4%
-603.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.3% |
| 7D | +4.4% | +5.4% | -1.0% | +4.0% |
| 30D | -8.4% | -5.6% | -2.9% | -8.2% |
| 3M | -14.2% | -30.2% | +16.1% | -12.6% |
| 6M | +29.6% | -43.4% | +73.0% | +32.4% |
| YTD | +37.1% | +9.6% | +27.4% | +34.1% |
| 1Y | +49.5% | -2.0% | +51.5% | +45.8% |
| 3Y | +192.7% | +825.0% | -632.3% | +153.7% |
| All | +192.7% | +796.4% | -603.7% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling