+54.0%
ROST vs JBL
+47.2%
+6.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.0% | -2.7% | +1.9% |
| 7D | +0.2% | +2.4% | -2.2% | 0.0% |
| 30D | -6.9% | -13.1% | +6.2% | -5.8% |
| 3M | -3.3% | -15.6% | +12.3% | -1.5% |
| 6M | +9.0% | +24.6% | -15.5% | +4.3% |
| YTD | +28.9% | +39.6% | -10.7% | +21.7% |
| 1Y | +54.0% | +48.6% | +5.4% | +42.0% |
| All | +54.0% | +47.2% | +6.8% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling