+5,367.4%
JBL vs RL
+1,366.2%
+4,001.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.7% |
| 7D | +3.0% | -0.8% | +3.8% | +3.4% |
| 30D | -8.3% | -7.8% | -0.5% | -5.4% |
| 3M | -16.9% | -4.0% | -12.9% | -16.0% |
| 6M | +21.8% | -1.9% | +23.6% | +21.7% |
| YTD | +36.3% | -0.2% | +36.5% | +35.2% |
| 1Y | +49.5% | +10.7% | +38.8% | +41.8% |
| 3Y | +170.6% | +210.8% | -40.1% | +64.7% |
| 5Y | +408.4% | +238.2% | +170.2% | +191.5% |
| 10Y | +1,450.4% | +313.4% | +1,137.0% | +644.5% |
| All | +5,367.4% | +1,366.2% | +4,001.3% | +1,222.5% |
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