+28.6%
RCL vs JBL
-27.1%
+55.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +19.4% | -17.0% | +36.4% | +23.1% |
| 3M | +9.8% | -27.4% | +37.2% | +15.8% |
| 6M | +28.6% | -29.1% | +57.7% | +39.6% |
| All | +28.6% | -27.1% | +55.7% | +39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling