-28.4%
JBL vs RCAT
-59.7%
+31.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.5% |
| 7D | +6.3% | -5.9% | +12.3% | +7.5% |
| 30D | -13.5% | -19.7% | +6.2% | -10.2% |
| 3M | -31.3% | -62.9% | +31.5% | -19.6% |
| 6M | -28.4% | -59.6% | +31.1% | -19.2% |
| All | -28.4% | -59.7% | +31.3% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling