+30.1%
ROK vs JBL
+299.0%
-268.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +7.1% | +6.3% | +0.7% | +4.5% |
| 30D | -5.0% | -13.5% | +8.5% | +0.7% |
| 3M | -9.4% | -31.3% | +22.0% | +4.1% |
| 6M | -11.0% | -28.4% | +17.4% | -0.4% |
| YTD | +4.4% | +11.6% | -7.1% | -3.9% |
| 1Y | +7.4% | +26.1% | -18.7% | -6.4% |
| 3Y | +61.0% | +97.4% | -36.4% | +8.2% |
| All | +30.1% | +299.0% | -268.9% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling