+4,517.7%
RCL vs JBL
+42,637.1%
-38,119.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.5% |
| 7D | -5.1% | +3.0% | -8.1% | -5.9% |
| 30D | -19.0% | -8.3% | -10.7% | -17.3% |
| 3M | -9.6% | -16.9% | +7.3% | -5.7% |
| 6M | -6.7% | +21.8% | -28.5% | -12.5% |
| YTD | -3.9% | +36.3% | -40.2% | -12.9% |
| 1Y | -25.1% | +49.5% | -74.6% | -34.1% |
| 3Y | +179.1% | +170.6% | +8.5% | +104.8% |
| 5Y | +243.3% | +408.4% | -165.1% | +115.9% |
| 10Y | +325.8% | +1,450.4% | -1,124.6% | +113.1% |
| All | +4,517.7% | +42,637.1% | -38,119.3% | +1,693.4% |
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