+1,048.9%
JBL vs RACE
+658.9%
+390.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.8% |
| 7D | -12.3% | +5.1% | -17.4% | -14.4% |
| 30D | -20.2% | +7.7% | -27.9% | -23.0% |
| 3M | -30.6% | +2.2% | -32.8% | -31.5% |
| 6M | -35.8% | +23.8% | -59.5% | -42.7% |
| YTD | +4.9% | +13.9% | -9.0% | -3.7% |
| 1Y | +11.3% | +3.8% | +7.5% | +6.6% |
| 3Y | +89.1% | +28.0% | +61.1% | +54.3% |
| 5Y | +272.1% | +64.9% | +207.1% | +159.9% |
| 10Y | +1,150.2% | +780.4% | +369.8% | +353.1% |
| All | +1,048.9% | +658.9% | +390.1% | +285.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling