+192.7%
JBL vs COO
-23.3%
+216.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | +4.4% | -2.3% | +6.7% | +4.9% |
| 30D | -8.4% | -8.8% | +0.4% | -6.8% |
| 3M | -14.2% | +1.3% | -15.5% | -15.1% |
| 6M | +29.6% | -11.6% | +41.2% | +33.1% |
| YTD | +37.1% | -17.4% | +54.5% | +43.4% |
| 1Y | +49.5% | -1.6% | +51.1% | +48.3% |
| 3Y | +192.7% | -22.6% | +215.3% | +240.5% |
| All | +192.7% | -23.3% | +216.0% | +240.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling