-33.4%
BAX vs JBL
+189.2%
-222.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -5.1% | +4.0% | -9.1% | -5.6% |
| 30D | -12.2% | -7.5% | -4.7% | -11.4% |
| 3M | +21.8% | -14.1% | +35.9% | +23.5% |
| 6M | +36.3% | +25.9% | +10.4% | +28.3% |
| YTD | +27.8% | +36.7% | -8.8% | +18.9% |
| 1Y | -0.1% | +49.0% | -49.0% | -8.6% |
| All | -33.4% | +189.2% | -222.6% | -45.6% |
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