+533.5%
JBL vs ROIV
+292.3%
+241.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -8.1% | +14.3% | -22.3% | -9.4% |
| 30D | -18.4% | +16.2% | -34.7% | -19.8% |
| 3M | -25.8% | +15.1% | -40.9% | -27.1% |
| 6M | -29.6% | +44.2% | -73.8% | -32.6% |
| YTD | +9.6% | +89.8% | -80.2% | +2.1% |
| 1Y | +14.1% | +94.6% | -80.5% | +6.0% |
| 3Y | +95.9% | +367.5% | -271.6% | +68.8% |
| 5Y | +298.3% | +421.4% | -123.1% | +205.4% |
| All | +533.5% | +292.3% | +241.2% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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