+4,423.2%
ROL vs JBL
+42,637.0%
-38,213.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -1.4% | +3.0% | -4.5% | -1.8% |
| 30D | -4.1% | -8.3% | +4.2% | -3.2% |
| 3M | -22.5% | -16.9% | -5.6% | -21.2% |
| 6M | -37.7% | +21.8% | -59.4% | -39.9% |
| YTD | -39.6% | +36.3% | -75.9% | -42.6% |
| 1Y | -36.0% | +49.5% | -85.5% | -40.2% |
| 3Y | -5.1% | +170.6% | -175.8% | -19.8% |
| 5Y | -3.4% | +408.4% | -411.8% | -25.6% |
| 10Y | +215.2% | +1,450.4% | -1,235.1% | +104.8% |
| All | +4,423.2% | +42,637.0% | -38,213.8% | +2,403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling