+4,476.5%
JBL vs RL
+1,536.1%
+2,940.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +10.0% | +2.4% | +7.6% | +8.9% |
| 30D | -18.2% | +4.6% | -22.8% | -19.9% |
| 3M | -29.0% | -1.1% | -27.9% | -28.9% |
| 6M | -25.9% | +16.5% | -42.4% | -31.3% |
| YTD | +14.1% | +11.4% | +2.7% | +7.9% |
| 1Y | +21.7% | +16.1% | +5.6% | +12.9% |
| 3Y | +103.8% | +252.6% | -148.8% | +17.7% |
| 5Y | +310.0% | +244.9% | +65.1% | +133.9% |
| 10Y | +1,179.2% | +342.4% | +836.8% | +496.5% |
| All | +4,476.5% | +1,536.1% | +2,940.3% | +955.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling