+209.9%
BKNG vs JBL
+1,478.7%
-1,268.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.6% |
| 7D | -10.7% | -1.0% | -9.6% | -10.4% |
| 30D | -18.1% | -15.1% | -3.0% | -13.4% |
| 3M | +8.5% | -14.0% | +22.6% | +12.4% |
| 6M | -0.1% | +20.6% | -20.7% | -11.8% |
| YTD | -18.2% | +32.9% | -51.1% | -31.5% |
| 1Y | -19.9% | +40.5% | -60.4% | -35.5% |
| 3Y | +41.6% | +183.7% | -142.1% | -24.3% |
| 5Y | +93.1% | +388.3% | -295.2% | -24.1% |
| All | +209.9% | +1,478.7% | -1,268.8% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling