+1,152.0%
JBL vs RACE
+738.3%
+413.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.3% |
| 7D | -5.2% | +3.9% | -9.1% | -7.0% |
| 30D | -17.5% | +7.4% | -25.0% | -20.5% |
| 3M | -26.0% | +1.6% | -27.6% | -26.8% |
| 6M | -28.9% | +23.3% | -52.2% | -36.9% |
| YTD | +10.8% | +14.7% | -3.8% | +0.8% |
| 1Y | +18.3% | +2.5% | +15.8% | +13.8% |
| 3Y | +102.2% | +28.0% | +74.2% | +61.6% |
| 5Y | +303.2% | +69.8% | +233.4% | +166.2% |
| 10Y | +1,152.0% | +734.9% | +417.1% | +302.1% |
| All | +1,152.0% | +738.3% | +413.7% | +302.1% |
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