+1,173.9%
JBL vs RL
+347.1%
+826.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.2% |
| 7D | +0.1% | -4.4% | +4.5% | +2.2% |
| 30D | -17.0% | +5.6% | -22.6% | -19.1% |
| 3M | -27.4% | -0.6% | -26.7% | -27.5% |
| 6M | -29.1% | +15.5% | -44.5% | -34.3% |
| YTD | +13.6% | +12.3% | +1.3% | +6.5% |
| 1Y | +22.8% | +19.3% | +3.5% | +11.9% |
| 3Y | +103.0% | +255.5% | -152.5% | +13.5% |
| 5Y | +307.4% | +247.1% | +60.3% | +123.8% |
| 10Y | +1,173.9% | +346.0% | +827.9% | +499.3% |
| All | +1,173.9% | +347.1% | +826.8% | +499.3% |
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