-24.5%
RCL vs JBL
+47.2%
-71.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -1.0% |
| 7D | -1.9% | +2.4% | -4.3% | -2.6% |
| 30D | -15.5% | -13.1% | -2.4% | -12.2% |
| 3M | -9.7% | -15.6% | +5.9% | -4.9% |
| 6M | -8.7% | +24.6% | -33.3% | -16.0% |
| YTD | -5.8% | +39.6% | -45.4% | -15.6% |
| 1Y | -24.5% | +48.6% | -73.1% | -33.3% |
| All | -24.5% | +47.2% | -71.6% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling