+1,359.4%
JBL vs RCAT
-100.0%
+1,459.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.3% | +8.7% | +0.4% |
| 7D | +10.0% | +15.6% | -5.6% | +9.9% |
| 30D | -18.2% | -24.1% | +5.9% | -18.2% |
| 3M | -29.0% | -61.9% | +32.9% | -28.9% |
| 6M | -25.9% | -64.3% | +38.5% | -25.7% |
| YTD | +14.1% | -50.4% | +64.5% | +14.2% |
| 1Y | +21.7% | -54.0% | +75.7% | +21.8% |
| 3Y | +103.8% | +347.2% | -243.3% | +103.2% |
| 5Y | +310.0% | +45.7% | +264.3% | +308.9% |
| 10Y | +1,179.2% | -99.7% | +1,278.9% | +1,176.2% |
| All | +1,359.4% | -100.0% | +1,459.4% | +902.2% |
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 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