+1,392.4%
JBL vs RACE
+647.6%
+744.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 7D | +3.0% | -2.5% | +5.5% | +4.2% |
| 30D | -8.3% | +0.8% | -9.0% | -8.7% |
| 3M | -16.9% | +17.2% | -34.1% | -23.5% |
| 6M | +21.8% | +13.6% | +8.2% | +13.1% |
| YTD | +36.3% | +12.2% | +24.1% | +26.2% |
| 1Y | +49.5% | -16.3% | +65.8% | +57.7% |
| 3Y | +170.6% | +36.4% | +134.2% | +113.4% |
| 5Y | +408.4% | +95.0% | +313.4% | +226.7% |
| 10Y | +1,450.4% | +813.2% | +637.1% | +457.5% |
| All | +1,392.4% | +647.6% | +744.8% | +405.5% |
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