+97.4%
JBL vs RY
+160.3%
-62.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +6.3% | +0.6% | +5.8% | +5.9% |
| 30D | -13.5% | +5.0% | -18.5% | -17.0% |
| 3M | -31.3% | -5.3% | -26.0% | -28.0% |
| 6M | -28.4% | +13.8% | -42.3% | -35.4% |
| YTD | +11.6% | +21.0% | -9.4% | -4.1% |
| 1Y | +26.1% | +40.5% | -14.4% | -2.2% |
| 3Y | +97.4% | +159.7% | -62.3% | +4.9% |
| All | +97.4% | +160.3% | -62.9% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling