+62,244.6%
ROST vs JBL
+42,879.2%
+19,365.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.2% | +4.4% | -4.2% | -0.4% |
| 30D | -10.0% | -8.4% | -1.5% | -9.0% |
| 3M | +1.2% | -14.2% | +15.4% | +2.8% |
| 6M | +8.9% | +29.6% | -20.7% | +4.0% |
| YTD | +28.1% | +37.1% | -9.0% | +21.1% |
| 1Y | +53.0% | +49.5% | +3.5% | +42.3% |
| 3Y | +97.9% | +192.7% | -94.8% | +64.1% |
| 5Y | +112.0% | +411.3% | -299.4% | +62.0% |
| 10Y | +303.0% | +1,447.6% | -1,144.7% | +166.3% |
| All | +62,244.6% | +42,879.2% | +19,365.4% | +33,371.7% |
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