+687.5%
JBL vs ROIV
+232.7%
+454.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | -8.3% | +1.0% | -9.2% | -8.4% |
| 3M | -16.9% | +18.3% | -35.2% | -18.4% |
| 6M | +21.8% | +18.3% | +3.4% | +19.4% |
| YTD | +36.3% | +61.0% | -24.7% | +29.6% |
| 1Y | +49.5% | +177.9% | -128.4% | +35.4% |
| 3Y | +170.6% | +199.1% | -28.4% | +140.6% |
| 5Y | +408.4% | +250.7% | +157.7% | +322.0% |
| All | +687.5% | +232.7% | +454.8% | +565.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling