+33,713.8%
JBL vs COO
+39,628.4%
-5,914.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -8.1% | +4.5% | -12.6% | -8.8% |
| 30D | -18.4% | +16.9% | -35.4% | -20.8% |
| 3M | -25.8% | -16.7% | -9.1% | -23.8% |
| 6M | -29.6% | +5.9% | -35.6% | -31.0% |
| YTD | +9.6% | -22.4% | +32.1% | +13.3% |
| 1Y | +14.1% | -10.1% | +24.2% | +14.9% |
| 3Y | +95.9% | -22.8% | +118.7% | +100.4% |
| 5Y | +298.3% | -41.4% | +339.7% | +325.2% |
| 10Y | +1,150.1% | +41.3% | +1,108.8% | +1,068.6% |
| All | +33,713.8% | +39,628.4% | -5,914.6% | +18,273.4% |
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