+559.2%
JBL vs ROIV
+280.9%
+278.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.9% | +0.9% |
| 7D | +10.0% | +9.2% | +0.8% | +8.9% |
| 30D | -18.2% | +19.9% | -38.1% | -19.8% |
| 3M | -29.0% | +10.6% | -39.6% | -30.0% |
| 6M | -25.9% | +36.1% | -61.9% | -28.6% |
| YTD | +14.1% | +84.3% | -70.2% | +6.6% |
| 1Y | +21.7% | +87.6% | -65.9% | +13.4% |
| 3Y | +103.8% | +353.9% | -250.1% | +76.2% |
| 5Y | +310.0% | +376.1% | -66.1% | +215.0% |
| All | +559.2% | +280.9% | +278.3% | +447.2% |
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