+41,936.5%
JBL vs COO
+43,390.6%
-1,454.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.8% |
| 7D | +3.0% | -2.2% | +5.2% | +3.4% |
| 30D | -8.3% | -7.0% | -1.2% | -7.2% |
| 3M | -16.9% | +12.2% | -29.1% | -18.9% |
| 6M | +21.8% | -15.1% | +36.9% | +24.6% |
| YTD | +36.3% | -15.1% | +51.4% | +39.4% |
| 1Y | +49.5% | +2.3% | +47.2% | +47.7% |
| 3Y | +170.6% | -23.7% | +194.3% | +178.4% |
| 5Y | +408.4% | -38.9% | +447.3% | +440.9% |
| 10Y | +1,450.4% | +49.9% | +1,400.5% | +1,340.1% |
| All | +41,936.5% | +43,390.6% | -1,454.1% | +22,490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling