+20,251.0%
JBL vs RY
+11,573.6%
+8,677.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.0% |
| 7D | +3.0% | +3.1% | -0.1% | +0.6% |
| 30D | -8.3% | -0.3% | -7.9% | -7.9% |
| 3M | -16.9% | +8.7% | -25.6% | -21.9% |
| 6M | +21.8% | +28.5% | -6.8% | +1.2% |
| YTD | +36.3% | +25.1% | +11.2% | +15.6% |
| 1Y | +49.5% | +46.3% | +3.2% | +12.9% |
| 3Y | +170.6% | +154.9% | +15.7% | +33.4% |
| 5Y | +408.4% | +140.3% | +268.1% | +162.6% |
| 10Y | +1,450.4% | +377.0% | +1,073.3% | +398.2% |
| All | +20,251.0% | +11,573.6% | +8,677.3% | +1,163.8% |
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