+22.3%
ALL vs JBL
+20.7%
+1.7%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.1% |
| 7D | 0.0% | +3.0% | -3.0% | +0.6% |
| 30D | -1.5% | -8.3% | +6.8% | -2.8% |
| 3M | +23.6% | -16.9% | +40.5% | +21.0% |
| 6M | +22.3% | +21.8% | +0.6% | +24.1% |
| All | +22.3% | +20.7% | +1.7% | +24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling