+27.7%
ALL vs JBL
+22.9%
+4.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | +1.0% |
| 7D | -2.6% | +0.1% | -2.7% | -2.4% |
| 30D | +12.7% | -17.0% | +29.7% | +9.7% |
| 3M | +0.4% | -27.4% | +27.8% | -4.3% |
| 6M | +23.8% | -29.1% | +52.9% | +18.8% |
| YTD | +27.8% | +13.6% | +14.2% | +31.2% |
| All | +27.7% | +22.9% | +4.8% | +31.5% |
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