+312.1%
ROST vs JBL
+1,558.3%
-1,246.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.7% | +0.6% |
| 7D | +0.2% | +2.4% | -2.2% | -0.7% |
| 30D | -6.9% | -13.1% | +6.2% | -2.6% |
| 3M | -3.3% | -15.6% | +12.3% | +1.1% |
| 6M | +9.0% | +24.6% | -15.5% | -2.7% |
| YTD | +28.9% | +39.6% | -10.7% | +9.2% |
| 1Y | +54.0% | +48.6% | +5.4% | +25.9% |
| 3Y | +100.7% | +197.3% | -96.5% | +12.7% |
| 5Y | +116.0% | +413.0% | -297.0% | -10.4% |
| All | +312.1% | +1,558.3% | -1,246.2% | +0.4% |
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 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