+5,562.5%
RCL vs JBL
+34,886.9%
-29,324.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.0% |
| 7D | -1.2% | +6.3% | -7.5% | -2.9% |
| 30D | +17.8% | -13.5% | +31.3% | +22.0% |
| 3M | +4.9% | -31.3% | +36.3% | +15.0% |
| 6M | +23.7% | -28.4% | +52.2% | +33.1% |
| YTD | +17.8% | +11.6% | +6.2% | +11.8% |
| 1Y | +28.9% | +26.1% | +2.8% | +18.3% |
| 3Y | +241.9% | +97.4% | +144.5% | +172.1% |
| 5Y | +295.4% | +301.0% | -5.6% | +163.0% |
| 10Y | +344.1% | +1,151.1% | -807.0% | +133.9% |
| All | +5,562.5% | +34,886.9% | -29,324.4% | +2,201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling