+409.8%
JBL vs RCAT
+184.3%
+225.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +0.1% |
| 7D | +4.0% | -2.3% | +6.3% | +4.1% |
| 30D | -7.5% | -18.7% | +11.2% | -6.3% |
| 3M | -14.1% | -29.3% | +15.2% | -12.6% |
| 6M | +25.9% | -42.3% | +68.2% | +28.5% |
| YTD | +36.7% | +2.5% | +34.1% | +34.3% |
| 1Y | +49.0% | -5.7% | +54.7% | +45.8% |
| 3Y | +191.8% | +764.9% | -573.1% | +145.1% |
| 5Y | +409.8% | +182.3% | +227.5% | +333.8% |
| All | +409.8% | +184.3% | +225.5% | +333.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling