+559.3%
ROKU vs JBL
+1,073.8%
-514.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.8% |
| 7D | -0.4% | +2.4% | -2.8% | -1.6% |
| 30D | +2.1% | -13.1% | +15.2% | +8.4% |
| 3M | +29.5% | -15.6% | +45.1% | +37.7% |
| 6M | +53.8% | +24.6% | +29.2% | +33.5% |
| YTD | +42.8% | +39.6% | +3.2% | +15.6% |
| 1Y | +60.7% | +48.6% | +12.1% | +24.2% |
| 3Y | +83.9% | +197.3% | -113.4% | -6.5% |
| 5Y | -52.8% | +413.0% | -465.8% | -82.1% |
| All | +559.3% | +1,073.8% | -514.6% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling