+388.3%
JBL vs RUN
-81.3%
+469.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -2.6% |
| 7D | -1.0% | -3.4% | +2.3% | -0.7% |
| 30D | -15.1% | -14.0% | -1.1% | -13.9% |
| 3M | -14.0% | -27.5% | +13.4% | -11.6% |
| 6M | +20.6% | -29.0% | +49.6% | +24.0% |
| YTD | +32.9% | -53.1% | +86.0% | +40.3% |
| 1Y | +40.5% | -46.7% | +87.3% | +45.9% |
| 3Y | +183.7% | -38.3% | +222.1% | +157.0% |
| 5Y | +388.3% | -80.7% | +469.0% | +384.0% |
| All | +388.3% | -81.3% | +469.6% | +384.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling