+298.3%
JBL vs COO
-41.3%
+339.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -8.1% | +4.5% | -12.6% | -9.3% |
| 30D | -18.4% | +16.9% | -35.4% | -22.5% |
| 3M | -25.8% | -16.7% | -9.1% | -22.0% |
| 6M | -29.6% | +5.9% | -35.6% | -32.7% |
| YTD | +9.6% | -22.4% | +32.1% | +17.7% |
| 1Y | +14.1% | -10.1% | +24.2% | +15.6% |
| 3Y | +95.9% | -22.8% | +118.7% | +100.5% |
| 5Y | +298.3% | -41.4% | +339.7% | +347.6% |
| All | +298.3% | -41.3% | +339.6% | +347.6% |
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