+3,716.0%
ALL vs JBL
+46,522.2%
-42,806.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.5% |
| 7D | 0.0% | +3.0% | -3.0% | -0.4% |
| 30D | -1.5% | -8.3% | +6.8% | -0.6% |
| 3M | +23.6% | -16.9% | +40.5% | +25.6% |
| 6M | +22.3% | +21.8% | +0.6% | +17.8% |
| YTD | +26.5% | +36.3% | -9.8% | +19.6% |
| 1Y | +27.0% | +49.5% | -22.5% | +18.1% |
| 3Y | +149.6% | +170.6% | -21.0% | +109.3% |
| 5Y | +118.1% | +408.4% | -290.3% | +66.1% |
| 10Y | +369.0% | +1,450.4% | -1,081.4% | +204.0% |
| All | +3,716.0% | +46,522.2% | -42,806.3% | +2,005.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling