+9,558.7%
ROK vs JBL
+34,886.9%
-25,328.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +7.1% | +6.3% | +0.7% | +5.8% |
| 30D | -5.0% | -13.5% | +8.5% | -2.0% |
| 3M | -9.4% | -31.3% | +22.0% | -2.6% |
| 6M | -11.0% | -28.4% | +17.4% | -5.5% |
| YTD | +4.4% | +11.6% | -7.1% | +1.1% |
| 1Y | +7.4% | +26.1% | -18.7% | +1.4% |
| 3Y | +61.0% | +97.4% | -36.4% | +37.1% |
| 5Y | +30.4% | +301.0% | -270.6% | -3.6% |
| 10Y | +264.8% | +1,151.1% | -886.3% | +117.8% |
| All | +9,558.7% | +34,886.9% | -25,328.3% | +4,631.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling