+238.8%
RCL vs JBL
+405.9%
-167.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.5% |
| 7D | -0.5% | +4.4% | -4.9% | -2.6% |
| 30D | -17.3% | -8.4% | -8.9% | -14.2% |
| 3M | -2.8% | -14.2% | +11.4% | +3.3% |
| 6M | -4.4% | +29.6% | -34.0% | -19.3% |
| YTD | -4.2% | +37.1% | -41.2% | -22.4% |
| 1Y | -23.4% | +49.5% | -72.9% | -41.8% |
| 3Y | +179.4% | +192.7% | -13.3% | +25.8% |
| 5Y | +238.8% | +411.3% | -172.6% | -14.9% |
| All | +238.8% | +405.9% | -167.1% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling