-3.1%
ROL vs JBL
+411.7%
-414.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -3.4% | +4.4% | -7.8% | -3.7% |
| 30D | -6.9% | -8.4% | +1.5% | -6.5% |
| 3M | -24.6% | -14.2% | -10.4% | -24.1% |
| 6M | -39.5% | +29.6% | -69.1% | -41.4% |
| YTD | -41.1% | +37.1% | -78.2% | -43.3% |
| 1Y | -37.9% | +49.5% | -87.4% | -40.9% |
| 3Y | +0.8% | +192.7% | -191.9% | -15.4% |
| All | -3.1% | +411.7% | -414.7% | -30.4% |
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