+42,174.7%
JBL vs OMC
+3,128.9%
+39,045.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.7% |
| 7D | +4.4% | -5.8% | +10.2% | +8.1% |
| 30D | -8.4% | -4.8% | -3.6% | -6.0% |
| 3M | -14.2% | +9.2% | -23.4% | -20.6% |
| 6M | +29.6% | -2.5% | +32.1% | +27.7% |
| YTD | +37.1% | +2.6% | +34.5% | +27.9% |
| 1Y | +49.5% | +5.9% | +43.5% | +34.4% |
| 3Y | +192.7% | +14.2% | +178.5% | +141.4% |
| 5Y | +411.3% | +33.2% | +378.1% | +269.1% |
| 10Y | +1,447.6% | +33.4% | +1,414.2% | +944.2% |
| All | +42,174.7% | +3,128.9% | +39,045.8% | +7,552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling