+1,525.1%
JBL vs ROP
+135.6%
+1,389.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.1% |
| 7D | +2.4% | -4.6% | +7.0% | +4.8% |
| 30D | -13.1% | -1.7% | -11.4% | -12.7% |
| 3M | -15.6% | +17.1% | -32.7% | -24.4% |
| 6M | +24.6% | +10.9% | +13.7% | +13.7% |
| YTD | +39.6% | -12.1% | +51.7% | +45.2% |
| 1Y | +48.6% | -24.2% | +72.9% | +69.4% |
| 3Y | +197.3% | -20.4% | +217.6% | +222.2% |
| 5Y | +413.0% | -15.4% | +428.4% | +426.0% |
| All | +1,525.1% | +135.6% | +1,389.4% | +907.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling