+5,771.2%
RCL vs JBL
+35,525.4%
-29,754.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.4% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +19.4% | -17.0% | +36.4% | +25.0% |
| 3M | +9.8% | -27.4% | +37.2% | +18.5% |
| 6M | +28.6% | -29.1% | +57.7% | +38.7% |
| YTD | +22.2% | +13.6% | +8.5% | +15.4% |
| 1Y | +29.7% | +22.8% | +6.9% | +19.9% |
| 3Y | +265.3% | +103.0% | +162.3% | +188.7% |
| 5Y | +301.8% | +307.4% | -5.6% | +166.1% |
| 10Y | +360.5% | +1,173.9% | -813.4% | +141.4% |
| All | +5,771.2% | +35,525.4% | -29,754.3% | +2,275.5% |
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