+1.3%
BBY vs JBL
+409.3%
-408.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -2.0% | +1.6% |
| 7D | +0.6% | +2.4% | -1.8% | -0.1% |
| 30D | +9.4% | -13.1% | +22.5% | +13.6% |
| 3M | +19.3% | -15.6% | +34.9% | +24.1% |
| 6M | +47.9% | +24.6% | +23.3% | +32.2% |
| YTD | +39.6% | +39.6% | 0.0% | +18.2% |
| 1Y | +22.2% | +48.6% | -26.4% | 0.0% |
| 3Y | +45.0% | +197.3% | -152.3% | -16.5% |
| All | +1.3% | +409.3% | -408.1% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling