+45.9%
ROK vs JBL
+390.6%
-344.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.6% | 0.0% |
| 7D | -1.6% | -1.0% | -0.6% | -1.2% |
| 30D | -5.4% | -15.1% | +9.6% | +0.5% |
| 3M | -4.0% | -14.0% | +10.1% | +0.7% |
| 6M | +13.3% | +20.6% | -7.3% | +2.8% |
| YTD | +9.3% | +32.9% | -23.5% | -5.3% |
| 1Y | +25.8% | +40.5% | -14.7% | +5.4% |
| 3Y | +49.1% | +183.7% | -134.6% | -13.9% |
| 5Y | +45.9% | +388.3% | -342.5% | -38.2% |
| All | +45.9% | +390.6% | -344.7% | -38.2% |
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