+23.7%
JBL vs OMC
+24.5%
-0.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.2% | -10.1% | -4.4% |
| 7D | -11.1% | +12.5% | -23.7% | -10.3% |
| 30D | -14.1% | +16.3% | -30.4% | -13.2% |
| 3M | -23.9% | +8.1% | -32.0% | -23.4% |
| 6M | -24.1% | +17.2% | -41.3% | -23.7% |
| YTD | +13.5% | +11.8% | +1.7% | +15.2% |
| 1Y | +23.7% | +23.9% | -0.2% | +25.8% |
| All | +23.7% | +24.5% | -0.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling