+1,525.1%
JBL vs OMC
+34.2%
+1,490.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.3% |
| 7D | +2.4% | -4.4% | +6.8% | +4.5% |
| 30D | -13.1% | -7.6% | -5.5% | -10.2% |
| 3M | -15.6% | +4.5% | -20.1% | -18.9% |
| 6M | +24.6% | -0.3% | +24.8% | +22.0% |
| YTD | +39.6% | -0.1% | +39.7% | +34.5% |
| 1Y | +48.6% | +4.6% | +44.0% | +38.0% |
| 3Y | +197.3% | +10.5% | +186.8% | +158.9% |
| 5Y | +413.0% | +31.7% | +381.3% | +290.4% |
| All | +1,525.1% | +34.2% | +1,490.8% | +1,023.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling