+364.8%
ALL vs JBL
+1,455.1%
-1,090.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -2.2% | +4.0% | -6.2% | -2.9% |
| 30D | -5.6% | -7.5% | +1.9% | -4.5% |
| 3M | +17.2% | -14.1% | +31.3% | +19.4% |
| 6M | +23.2% | +25.9% | -2.6% | +15.0% |
| YTD | +23.6% | +36.7% | -13.1% | +12.5% |
| 1Y | +29.2% | +49.0% | -19.8% | +14.4% |
| 3Y | +153.8% | +191.8% | -37.9% | +78.7% |
| 5Y | +116.1% | +409.8% | -293.7% | +22.5% |
| 10Y | +364.8% | +1,509.2% | -1,144.4% | +80.2% |
| All | +364.8% | +1,455.1% | -1,090.3% | +80.2% |
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