+1,176.2%
JBL vs RACE
+717.8%
+458.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.6% |
| 7D | +10.0% | -4.0% | +14.0% | +12.1% |
| 30D | -18.2% | +3.5% | -21.8% | -19.8% |
| 3M | -29.0% | -0.4% | -28.6% | -29.1% |
| 6M | -25.9% | +23.2% | -49.0% | -34.2% |
| YTD | +14.1% | +11.0% | +3.1% | +5.4% |
| 1Y | +21.7% | -2.2% | +23.9% | +19.9% |
| 3Y | +103.8% | +22.5% | +81.3% | +66.5% |
| 5Y | +310.0% | +63.2% | +246.8% | +176.0% |
| All | +1,176.2% | +717.8% | +458.4% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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