+413.7%
JBL vs TROW
-39.3%
+453.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.7% |
| 7D | +2.4% | -3.2% | +5.6% | +4.2% |
| 30D | -13.1% | -4.6% | -8.5% | -10.9% |
| 3M | -15.6% | -0.7% | -14.9% | -16.2% |
| 6M | +24.6% | +22.2% | +2.4% | +10.2% |
| YTD | +39.6% | +6.6% | +33.0% | +32.6% |
| 1Y | +48.6% | +5.8% | +42.8% | +41.4% |
| 3Y | +197.3% | +11.6% | +185.7% | +169.4% |
| All | +413.7% | -39.3% | +453.1% | +512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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