+1,490.8%
JBL vs COO
+37.7%
+1,453.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | +2.4% |
| 7D | +4.0% | -9.0% | +13.0% | +8.2% |
| 30D | -7.5% | -16.8% | +9.3% | 0.0% |
| 3M | -14.1% | -7.5% | -6.6% | -12.1% |
| 6M | +25.9% | -16.3% | +42.2% | +34.1% |
| YTD | +36.7% | -22.5% | +59.2% | +50.8% |
| 1Y | +49.0% | -7.0% | +56.0% | +49.4% |
| 3Y | +191.8% | -27.5% | +219.2% | +215.2% |
| 5Y | +409.8% | -43.3% | +453.1% | +519.0% |
| All | +1,490.8% | +37.7% | +1,453.0% | +1,293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling