+89.1%
JBL vs RY
+155.6%
-66.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +2.2% |
| 7D | -12.3% | -0.9% | -11.4% | -11.7% |
| 30D | -20.2% | +5.9% | -26.0% | -23.9% |
| 3M | -30.6% | -4.3% | -26.3% | -28.0% |
| 6M | -35.8% | +12.1% | -47.9% | -41.3% |
| YTD | +4.9% | +20.3% | -15.3% | -9.4% |
| 1Y | +11.3% | +41.0% | -29.7% | -13.9% |
| 3Y | +89.1% | +157.5% | -68.4% | +1.3% |
| All | +89.1% | +155.6% | -66.5% | +1.3% |
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