+0.8%
ROL vs JBL
+189.9%
-189.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -3.4% | +4.4% | -7.8% | -3.4% |
| 30D | -6.9% | -8.4% | +1.5% | -7.0% |
| 3M | -24.6% | -14.2% | -10.4% | -24.6% |
| 6M | -39.5% | +29.6% | -69.1% | -40.0% |
| YTD | -41.1% | +37.1% | -78.2% | -41.5% |
| 1Y | -37.9% | +49.5% | -87.4% | -38.5% |
| 3Y | +0.8% | +192.7% | -191.9% | -2.8% |
| All | +0.8% | +189.9% | -189.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling