+1,643.5%
JBL vs RCAT
-100.0%
+1,743.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | +3.0% | -1.4% | +4.4% | +3.0% |
| 30D | -8.3% | -3.3% | -4.9% | -8.3% |
| 3M | -16.9% | -43.2% | +26.3% | -16.8% |
| 6M | +21.8% | -43.2% | +64.9% | +21.8% |
| YTD | +36.3% | +5.5% | +30.8% | +36.2% |
| 1Y | +49.5% | -1.6% | +51.2% | +49.4% |
| 3Y | +170.6% | +773.7% | -603.1% | +169.4% |
| 5Y | +408.4% | +187.6% | +220.8% | +406.3% |
| 10Y | +1,450.4% | -98.5% | +1,548.8% | +1,444.9% |
| All | +1,643.5% | -100.0% | +1,743.5% | +1,095.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling