+206.6%
ROL vs JBL
+1,558.3%
-1,351.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.2% |
| 7D | -3.2% | +2.4% | -5.6% | -3.5% |
| 30D | -4.9% | -13.1% | +8.2% | -3.2% |
| 3M | -25.8% | -15.6% | -10.2% | -24.5% |
| 6M | -37.6% | +24.6% | -62.1% | -40.5% |
| YTD | -41.5% | +39.6% | -81.1% | -45.4% |
| 1Y | -39.5% | +48.6% | -88.1% | -44.4% |
| 3Y | +0.1% | +197.3% | -197.1% | -22.2% |
| 5Y | -4.6% | +413.0% | -417.6% | -35.8% |
| All | +206.6% | +1,558.3% | -1,351.7% | +58.2% |
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