+40.5%
JBL vs ROP
-24.5%
+65.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.9% |
| 7D | -1.0% | -8.0% | +7.0% | -4.0% |
| 30D | -15.1% | -2.7% | -12.3% | -15.7% |
| 3M | -14.0% | +16.6% | -30.6% | -10.2% |
| 6M | +20.6% | +10.4% | +10.3% | +25.6% |
| YTD | +32.9% | -12.1% | +45.0% | +37.0% |
| 1Y | +40.5% | -23.6% | +64.2% | +44.0% |
| All | +40.5% | -24.5% | +65.1% | +44.0% |
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