+33.7%
BABA vs JBL
+181.2%
-147.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -4.8% | +3.0% | -7.8% | -5.3% |
| 30D | -11.9% | -8.3% | -3.6% | -10.9% |
| 3M | -9.3% | -16.9% | +7.6% | -6.9% |
| 6M | -14.2% | +21.8% | -36.0% | -18.0% |
| YTD | -22.0% | +36.3% | -58.3% | -26.9% |
| 1Y | -12.7% | +49.5% | -62.2% | -19.7% |
| All | +33.7% | +181.2% | -147.4% | +8.7% |
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