+211.4%
B vs JBL
+34,654.4%
-34,443.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.6% | -1.4% | +4.0% |
| 7D | +11.3% | -5.2% | +16.5% | +11.5% |
| 30D | +2.9% | -17.5% | +20.5% | +3.6% |
| 3M | -2.9% | -26.0% | +23.1% | -1.9% |
| 6M | -1.2% | -28.9% | +27.7% | -0.1% |
| YTD | -1.3% | +10.8% | -12.2% | -1.7% |
| 1Y | +30.4% | +18.3% | +12.1% | +29.6% |
| 3Y | +195.3% | +102.2% | +93.1% | +187.9% |
| 5Y | +146.2% | +303.2% | -157.0% | +135.0% |
| 10Y | +200.5% | +1,152.0% | -951.6% | +177.6% |
| All | +211.4% | +34,654.4% | -34,443.0% | +201.5% |
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 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