+388.3%
JBL vs OMC
+31.0%
+357.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.2% | -3.3% |
| 7D | -1.0% | -6.2% | +5.2% | +1.2% |
| 30D | -15.1% | -7.6% | -7.5% | -12.9% |
| 3M | -14.0% | +7.4% | -21.4% | -17.5% |
| 6M | +20.6% | +0.1% | +20.5% | +18.7% |
| YTD | +32.9% | +0.4% | +32.5% | +29.4% |
| 1Y | +40.5% | +7.8% | +32.8% | +31.0% |
| 3Y | +183.7% | +11.8% | +171.9% | +148.9% |
| 5Y | +388.3% | +32.5% | +355.9% | +257.9% |
| All | +388.3% | +31.0% | +357.4% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling