+1,584.3%
JBL vs RUN
-29.4%
+1,613.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.1% |
| 7D | +4.4% | +10.2% | -5.7% | +3.0% |
| 30D | -8.4% | -9.6% | +1.2% | -7.3% |
| 3M | -14.2% | -31.5% | +17.3% | -10.2% |
| 6M | +29.6% | -18.7% | +48.3% | +31.9% |
| YTD | +37.1% | -49.9% | +87.0% | +46.2% |
| 1Y | +49.5% | -45.5% | +95.0% | +56.3% |
| 3Y | +192.7% | -34.1% | +226.8% | +152.3% |
| 5Y | +411.3% | -79.4% | +490.8% | +390.7% |
| 10Y | +1,447.6% | +48.9% | +1,398.7% | +887.9% |
| All | +1,584.3% | -29.4% | +1,613.7% | +1,006.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling