+220.7%
ROL vs JBL
+1,148.2%
-927.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.8% |
| 7D | +3.0% | +6.3% | -3.4% | +2.2% |
| 30D | +19.8% | -13.5% | +33.3% | +21.7% |
| 3M | +7.9% | -31.3% | +39.2% | +12.7% |
| 6M | -25.6% | -28.4% | +2.8% | -23.3% |
| YTD | -34.1% | +11.6% | -45.7% | -37.1% |
| 1Y | -31.4% | +26.1% | -57.5% | -35.8% |
| 3Y | +4.7% | +97.4% | -92.7% | -13.0% |
| 5Y | +15.6% | +301.0% | -285.4% | -20.0% |
| All | +220.7% | +1,148.2% | -927.5% | +69.8% |
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