+89.1%
JBL vs ROIV
+314.9%
-225.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | -0.5% |
| 7D | -12.3% | +5.3% | -17.7% | -13.6% |
| 30D | -20.2% | +11.9% | -32.0% | -22.7% |
| 3M | -30.6% | +10.7% | -41.3% | -33.2% |
| 6M | -35.8% | +34.9% | -70.7% | -41.9% |
| YTD | +4.9% | +79.2% | -74.2% | -13.0% |
| 1Y | +11.3% | +89.0% | -77.7% | -9.3% |
| 3Y | +89.1% | +337.3% | -248.2% | +26.6% |
| All | +89.1% | +314.9% | -225.8% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling