+114.8%
ALL vs JBL
+405.9%
-291.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.4% |
| 7D | -1.7% | +4.4% | -6.1% | -1.8% |
| 30D | -4.7% | -8.4% | +3.8% | -4.5% |
| 3M | +18.4% | -14.2% | +32.5% | +18.8% |
| 6M | +20.5% | +29.6% | -9.1% | +17.7% |
| YTD | +23.5% | +37.1% | -13.5% | +19.9% |
| 1Y | +29.0% | +49.5% | -20.5% | +24.0% |
| 3Y | +153.7% | +192.7% | -39.0% | +119.0% |
| 5Y | +114.8% | +411.3% | -296.6% | +57.9% |
| All | +114.8% | +405.9% | -291.1% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling