+411.3%
JBL vs COO
-39.5%
+450.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.4% |
| 7D | +4.4% | -2.3% | +6.7% | +5.2% |
| 30D | -8.4% | -8.8% | +0.4% | -5.9% |
| 3M | -14.2% | +1.3% | -15.5% | -15.4% |
| 6M | +29.6% | -11.6% | +41.2% | +34.1% |
| YTD | +37.1% | -17.4% | +54.5% | +45.3% |
| 1Y | +49.5% | -1.6% | +51.1% | +47.4% |
| 3Y | +192.7% | -22.6% | +215.3% | +204.7% |
| 5Y | +411.3% | -40.3% | +451.7% | +503.2% |
| All | +411.3% | -39.5% | +450.8% | +503.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling