+1,525.1%
JBL vs RUN
+42.2%
+1,482.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.9% | +5.2% |
| 7D | +2.4% | -3.7% | +6.1% | +3.0% |
| 30D | -13.1% | -13.0% | -0.1% | -11.5% |
| 3M | -15.6% | -31.8% | +16.2% | -11.3% |
| 6M | +24.6% | -32.2% | +56.8% | +30.3% |
| YTD | +39.6% | -53.5% | +93.1% | +51.1% |
| 1Y | +48.6% | -46.5% | +95.1% | +56.3% |
| 3Y | +197.3% | -37.6% | +234.9% | +152.7% |
| 5Y | +413.0% | -80.9% | +493.8% | +395.9% |
| All | +1,525.1% | +42.2% | +1,482.9% | +721.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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