+29.9%
ALL vs JBL
+23.4%
+6.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.8% |
| 7D | 0.0% | +10.0% | -10.0% | +1.7% |
| 30D | +12.8% | -18.2% | +31.0% | +9.6% |
| 3M | +4.7% | -29.0% | +33.7% | -0.7% |
| 6M | +24.9% | -25.9% | +50.8% | +20.4% |
| YTD | +30.0% | +14.1% | +15.9% | +33.5% |
| 1Y | +29.9% | +21.7% | +8.3% | +33.8% |
| All | +29.9% | +23.4% | +6.5% | +33.8% |
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