+3,834.6%
ALL vs JBL
+38,067.6%
-34,233.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | +5.0% | +6.3% | -1.3% | +4.2% |
| 30D | +13.3% | -13.5% | +26.8% | +15.1% |
| 3M | +3.2% | -31.3% | +34.5% | +7.5% |
| 6M | +25.3% | -28.4% | +53.8% | +29.0% |
| YTD | +30.5% | +11.6% | +18.9% | +25.8% |
| 1Y | +29.2% | +26.1% | +3.1% | +22.5% |
| 3Y | +119.1% | +97.4% | +21.8% | +91.1% |
| 5Y | +162.6% | +301.0% | -138.4% | +105.4% |
| 10Y | +378.8% | +1,151.1% | -772.3% | +217.4% |
| All | +3,834.6% | +38,067.6% | -34,233.0% | +2,114.9% |
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 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