+229.6%
B vs JBL
+42,637.0%
-42,407.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -1.6% | +3.0% | -4.6% | -1.7% |
| 30D | +9.4% | -8.3% | +17.7% | +9.7% |
| 3M | +5.0% | -16.9% | +21.9% | +5.6% |
| 6M | -3.5% | +21.8% | -25.3% | -4.2% |
| YTD | +4.5% | +36.3% | -31.8% | +3.3% |
| 1Y | +67.8% | +49.5% | +18.3% | +65.5% |
| 3Y | +196.7% | +170.6% | +26.1% | +186.5% |
| 5Y | +151.9% | +408.4% | -256.5% | +138.7% |
| 10Y | +202.2% | +1,450.4% | -1,248.2% | +177.3% |
| All | +229.6% | +42,637.0% | -42,407.4% | +217.0% |
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