+1,148.2%
JBL vs RL
+337.1%
+811.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | +6.3% | +2.6% | +3.8% | +5.2% |
| 30D | -13.5% | +2.9% | -16.4% | -14.7% |
| 3M | -31.3% | 0.0% | -31.3% | -31.6% |
| 6M | -28.4% | +17.1% | -45.5% | -34.2% |
| YTD | +11.6% | +10.1% | +1.5% | +5.5% |
| 1Y | +26.1% | +17.3% | +8.8% | +15.7% |
| 3Y | +97.4% | +249.3% | -152.0% | +11.1% |
| 5Y | +301.0% | +240.9% | +60.1% | +121.9% |
| All | +1,148.2% | +337.1% | +811.2% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling