+1,447.0%
JBL vs COO
+17.5%
+1,429.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.7% | +11.9% | +3.6% |
| 7D | -1.0% | -23.3% | +22.3% | +10.3% |
| 30D | -15.1% | -29.5% | +14.4% | -1.9% |
| 3M | -14.0% | -20.0% | +5.9% | -7.0% |
| 6M | +20.6% | -27.2% | +47.8% | +35.7% |
| YTD | +32.9% | -33.9% | +66.8% | +56.2% |
| 1Y | +40.5% | -19.9% | +60.5% | +49.5% |
| 3Y | +183.7% | -38.1% | +221.8% | +226.5% |
| 5Y | +388.3% | -52.0% | +440.3% | +534.2% |
| All | +1,447.0% | +17.5% | +1,429.4% | +1,343.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded COO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling