+214.8%
B vs JBL
+1,148.2%
-933.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.4% |
| 7D | -7.3% | +6.3% | -13.7% | -8.1% |
| 30D | -3.3% | -13.5% | +10.2% | -1.5% |
| 3M | -7.8% | -31.3% | +23.6% | -3.2% |
| 6M | -15.5% | -28.4% | +12.9% | -12.1% |
| YTD | -12.3% | +11.6% | -23.8% | -13.7% |
| 1Y | +5.4% | +26.1% | -20.8% | +2.2% |
| 3Y | +165.5% | +97.4% | +68.2% | +141.5% |
| 5Y | +107.0% | +301.0% | -194.0% | +72.0% |
| All | +214.8% | +1,148.2% | -933.4% | +132.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling