+1,353.4%
JBL vs RCAT
-100.0%
+1,453.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.6% |
| 7D | +0.1% | +7.2% | -7.1% | +0.1% |
| 30D | -17.0% | -20.4% | +3.4% | -17.0% |
| 3M | -27.4% | -59.8% | +32.4% | -27.3% |
| 6M | -29.1% | -61.9% | +32.8% | -29.0% |
| YTD | +13.6% | -45.9% | +59.5% | +13.7% |
| 1Y | +22.8% | -50.5% | +73.3% | +22.9% |
| 3Y | +103.0% | +387.5% | -284.5% | +102.3% |
| 5Y | +307.4% | +70.9% | +236.4% | +306.2% |
| 10Y | +1,173.9% | -99.7% | +1,273.7% | +1,170.8% |
| All | +1,353.4% | -100.0% | +1,453.4% | +897.9% |
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