+362.0%
ALL vs JBL
+1,171.0%
-809.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.2% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +12.7% | -17.0% | +29.7% | +15.9% |
| 3M | +0.4% | -27.4% | +27.8% | +5.2% |
| 6M | +23.8% | -29.1% | +52.9% | +29.0% |
| YTD | +27.8% | +13.6% | +14.2% | +19.1% |
| 1Y | +28.9% | +22.8% | +6.1% | +17.8% |
| 3Y | +113.9% | +103.0% | +10.9% | +64.0% |
| 5Y | +157.4% | +307.4% | -150.0% | +51.4% |
| All | +362.0% | +1,171.0% | -809.0% | +82.0% |
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 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