+195.3%
B vs JBL
+100.3%
+95.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +3.1% |
| 7D | +11.3% | -5.2% | +16.5% | +12.2% |
| 30D | +2.9% | -17.5% | +20.5% | +6.7% |
| 3M | -2.9% | -26.0% | +23.1% | +2.5% |
| 6M | -1.2% | -28.9% | +27.7% | +4.6% |
| YTD | -1.3% | +10.8% | -12.2% | -2.9% |
| 1Y | +30.4% | +18.3% | +12.1% | +27.1% |
| 3Y | +195.3% | +102.2% | +93.1% | +163.5% |
| All | +195.3% | +100.3% | +95.0% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling