+49.5%
JBL vs ROP
-21.5%
+71.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +0.2% |
| 7D | +3.0% | -4.4% | +7.5% | +1.3% |
| 30D | -8.3% | +3.2% | -11.5% | -6.9% |
| 3M | -16.9% | +23.1% | -40.0% | -11.5% |
| 6M | +21.8% | +13.3% | +8.5% | +29.0% |
| YTD | +36.3% | -7.9% | +44.2% | +42.3% |
| 1Y | +49.5% | -22.1% | +71.6% | +57.9% |
| All | +49.5% | -21.5% | +71.0% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling