+53.1%
ROK vs JBL
+195.4%
-142.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.4% | 0.0% |
| 7D | -1.2% | +2.4% | -3.7% | -2.1% |
| 30D | -4.8% | -13.1% | +8.3% | -0.5% |
| 3M | -6.1% | -15.6% | +9.5% | -1.4% |
| 6M | +15.5% | +24.6% | -9.1% | +5.3% |
| YTD | +11.2% | +39.6% | -28.4% | -3.0% |
| 1Y | +23.8% | +48.6% | -24.8% | +4.9% |
| 3Y | +53.1% | +197.3% | -144.1% | +1.1% |
| All | +53.1% | +195.4% | -142.3% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling