+1,514.2%
JBL vs RACE
+791.1%
+723.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.0% |
| 7D | +4.4% | -1.0% | +5.5% | +4.9% |
| 30D | -8.4% | -1.5% | -6.9% | -7.9% |
| 3M | -14.2% | +15.5% | -29.6% | -20.8% |
| 6M | +29.6% | +17.3% | +12.3% | +17.9% |
| YTD | +37.1% | +11.1% | +26.0% | +26.9% |
| 1Y | +49.5% | -14.3% | +63.8% | +56.2% |
| 3Y | +192.7% | +40.2% | +152.5% | +121.6% |
| 5Y | +411.3% | +92.6% | +318.8% | +215.5% |
| All | +1,514.2% | +791.1% | +723.1% | +436.4% |
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