+212.7%
ROL vs JBL
+1,176.2%
-963.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -1.7% | +10.0% | -11.7% | -2.9% |
| 30D | +18.5% | -18.2% | +36.7% | +21.3% |
| 3M | +4.3% | -29.0% | +33.3% | +8.5% |
| 6M | -27.7% | -25.9% | -1.9% | -25.8% |
| YTD | -35.8% | +14.1% | -49.9% | -38.8% |
| 1Y | -34.1% | +21.7% | -55.8% | -37.9% |
| 3Y | +2.9% | +103.8% | -100.9% | -14.9% |
| 5Y | +12.7% | +310.0% | -297.3% | -22.2% |
| All | +212.7% | +1,176.2% | -963.5% | +65.2% |
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 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