+15.5%
ROL vs JBL
+310.5%
-294.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | 0.0% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | +20.6% | -17.0% | +37.6% | +21.6% |
| 3M | +4.5% | -27.4% | +31.9% | +6.0% |
| 6M | -26.5% | -29.1% | +2.6% | -25.5% |
| YTD | -34.8% | +13.6% | -48.5% | -36.8% |
| 1Y | -33.2% | +22.8% | -56.0% | -35.6% |
| 3Y | +4.5% | +103.0% | -98.5% | -8.0% |
| 5Y | +15.5% | +307.4% | -291.8% | -15.6% |
| All | +15.5% | +310.5% | -294.9% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling