+342.5%
RCL vs JBL
+1,455.1%
-1,112.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | -2.2% | +4.0% | -6.2% | -4.7% |
| 30D | -15.7% | -7.5% | -8.2% | -12.1% |
| 3M | -8.0% | -14.1% | +6.1% | -1.0% |
| 6M | -10.1% | +25.9% | -36.0% | -26.7% |
| YTD | -5.9% | +36.7% | -42.5% | -28.5% |
| 1Y | -23.5% | +49.0% | -72.5% | -46.6% |
| 3Y | +174.4% | +191.8% | -17.4% | +2.1% |
| 5Y | +227.1% | +409.8% | -182.6% | -25.9% |
| 10Y | +342.5% | +1,509.2% | -1,166.7% | -45.3% |
| All | +342.5% | +1,455.1% | -1,112.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling