+102.2%
JBL vs RL
+254.6%
-152.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.8% | -0.2% | +2.8% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -17.5% | +7.3% | -24.9% | -20.5% |
| 3M | -26.0% | +1.0% | -27.0% | -26.7% |
| 6M | -28.9% | +11.8% | -40.6% | -33.8% |
| YTD | +10.8% | +13.6% | -2.8% | +2.3% |
| 1Y | +18.3% | +24.0% | -5.7% | +4.1% |
| 3Y | +102.2% | +256.6% | -154.4% | +18.6% |
| All | +102.2% | +254.6% | -152.4% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling