+24.7%
RCL vs JBL
+23.4%
+1.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.0% |
| 7D | -0.2% | +10.0% | -10.2% | -2.8% |
| 30D | +14.4% | -18.2% | +32.6% | +20.7% |
| 3M | +5.2% | -29.0% | +34.2% | +15.5% |
| 6M | +26.1% | -25.9% | +52.0% | +35.9% |
| YTD | +17.4% | +14.1% | +3.3% | +6.2% |
| 1Y | +24.7% | +21.7% | +3.0% | +8.1% |
| All | +24.7% | +23.4% | +1.3% | +8.1% |
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