+187.5%
JBL vs RY
+159.8%
+27.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.1% |
| 7D | +3.0% | +3.1% | -0.1% | +0.5% |
| 30D | -8.3% | -0.3% | -7.9% | -7.9% |
| 3M | -16.9% | +8.7% | -25.6% | -22.1% |
| 6M | +21.8% | +28.5% | -6.8% | +0.2% |
| YTD | +36.3% | +25.1% | +11.2% | +14.4% |
| 1Y | +49.5% | +46.3% | +3.2% | +12.8% |
| All | +187.5% | +159.8% | +27.7% | +53.6% |
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