+48.6%
JBL vs COO
-20.3%
+68.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.1% |
| 7D | +2.4% | -22.5% | +25.0% | +3.0% |
| 30D | -13.1% | -29.7% | +16.6% | -12.7% |
| 3M | -15.6% | -20.1% | +4.6% | -15.8% |
| 6M | +24.6% | -26.9% | +51.5% | +28.8% |
| YTD | +39.6% | -34.2% | +73.8% | +47.6% |
| 1Y | +48.6% | -21.3% | +69.9% | +48.3% |
| All | +48.6% | -20.3% | +68.9% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling