+10,198.7%
ROK vs JBL
+42,879.2%
-32,680.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | +2.8% | +4.4% | -1.6% | +1.9% |
| 30D | -2.4% | -8.4% | +6.0% | -0.8% |
| 3M | -4.7% | -14.2% | +9.5% | -2.2% |
| 6M | +16.8% | +29.6% | -12.9% | +10.1% |
| YTD | +11.4% | +37.1% | -25.7% | +3.6% |
| 1Y | +26.2% | +49.5% | -23.3% | +15.0% |
| 3Y | +51.9% | +192.7% | -140.8% | +19.4% |
| 5Y | +46.4% | +411.3% | -365.0% | +3.2% |
| 10Y | +343.5% | +1,447.6% | -1,104.1% | +154.1% |
| All | +10,198.7% | +42,879.2% | -32,680.5% | +4,749.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded JBL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling