+1,148.2%
JBL vs RY
+351.1%
+797.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | +6.3% | +0.6% | +5.8% | +5.8% |
| 30D | -13.5% | +5.0% | -18.5% | -17.5% |
| 3M | -31.3% | -5.3% | -26.0% | -27.6% |
| 6M | -28.4% | +13.8% | -42.3% | -36.6% |
| YTD | +11.6% | +21.0% | -9.4% | -6.5% |
| 1Y | +26.1% | +40.5% | -14.4% | -7.9% |
| 3Y | +97.4% | +159.7% | -62.3% | -21.1% |
| 5Y | +301.0% | +124.3% | +176.7% | +83.8% |
| All | +1,148.2% | +351.1% | +797.1% | +261.1% |
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