+5.4%
B vs JBL
+20.0%
-14.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | -7.3% | +6.3% | -13.7% | -9.0% |
| 30D | -3.3% | -13.5% | +10.2% | +0.6% |
| 3M | -7.8% | -31.3% | +23.6% | +3.0% |
| 6M | -15.5% | -28.4% | +12.9% | -8.3% |
| YTD | -12.3% | +11.6% | -23.8% | -17.1% |
| 1Y | +5.4% | +26.1% | -20.8% | -3.6% |
| All | +5.4% | +20.0% | -14.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling