+187.7%
B vs JBL
+35,525.4%
-35,337.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -1.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -4.3% | -17.0% | +12.7% | -3.7% |
| 3M | -2.3% | -27.4% | +25.1% | -1.3% |
| 6M | -16.2% | -29.1% | +12.9% | -15.3% |
| YTD | -8.8% | +13.6% | -22.4% | -9.3% |
| 1Y | +11.4% | +22.8% | -11.4% | +10.6% |
| 3Y | +174.3% | +103.0% | +71.3% | +167.4% |
| 5Y | +116.2% | +307.4% | -191.2% | +106.2% |
| 10Y | +222.7% | +1,173.9% | -951.2% | +198.0% |
| All | +187.7% | +35,525.4% | -35,337.7% | +178.3% |
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