+15,567.0%
JBL vs RY
+11,121.0%
+4,446.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +2.1% |
| 7D | -12.3% | -0.9% | -11.4% | -11.8% |
| 30D | -20.2% | +5.9% | -26.0% | -23.6% |
| 3M | -30.6% | -4.3% | -26.3% | -28.2% |
| 6M | -35.8% | +12.1% | -47.9% | -41.0% |
| YTD | +4.9% | +20.3% | -15.3% | -8.3% |
| 1Y | +11.3% | +41.0% | -29.7% | -13.6% |
| 3Y | +89.1% | +157.5% | -68.4% | -7.4% |
| 5Y | +272.1% | +123.2% | +148.9% | +103.0% |
| 10Y | +1,150.2% | +365.7% | +784.5% | +309.3% |
| All | +15,567.0% | +11,121.0% | +4,446.0% | +902.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling