+96.1%
ROST vs JBL
+181.3%
-85.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.5% |
| 7D | -2.5% | -1.0% | -1.5% | -2.4% |
| 30D | -10.3% | -15.1% | +4.8% | -8.5% |
| 3M | -2.6% | -14.0% | +11.5% | -1.1% |
| 6M | +6.5% | +20.6% | -14.1% | +2.2% |
| YTD | +25.9% | +32.9% | -7.0% | +18.8% |
| 1Y | +52.3% | +40.5% | +11.8% | +41.8% |
| All | +96.1% | +181.3% | -85.1% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling