+555.8%
ROKU vs JBL
+1,017.4%
-461.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +2.1% |
| 7D | -2.6% | -1.0% | -1.6% | -2.2% |
| 30D | +2.1% | -15.1% | +17.2% | +9.7% |
| 3M | +31.8% | -14.0% | +45.8% | +38.7% |
| 6M | +53.3% | +20.6% | +32.7% | +35.1% |
| YTD | +42.1% | +32.9% | +9.2% | +17.8% |
| 1Y | +62.3% | +40.5% | +21.8% | +28.9% |
| 3Y | +84.6% | +183.7% | -99.1% | -4.0% |
| 5Y | -53.1% | +388.3% | -441.4% | -81.7% |
| All | +555.8% | +1,017.4% | -461.6% | +42.7% |
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