+1,150.1%
JBL vs RY
+354.4%
+795.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +3.9% |
| 7D | -8.1% | -0.6% | -7.5% | -7.6% |
| 30D | -18.4% | +6.1% | -24.6% | -23.0% |
| 3M | -25.8% | -3.4% | -22.4% | -23.3% |
| 6M | -29.6% | +12.8% | -42.4% | -37.2% |
| YTD | +9.6% | +21.0% | -11.4% | -8.2% |
| 1Y | +14.1% | +40.5% | -26.4% | -16.7% |
| 3Y | +95.9% | +159.9% | -64.0% | -21.8% |
| 5Y | +298.3% | +125.0% | +173.4% | +82.0% |
| 10Y | +1,150.1% | +350.6% | +799.5% | +263.9% |
| All | +1,150.1% | +354.4% | +795.7% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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