+171.6%
BKR vs JBL
+409.3%
-237.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.9% |
| 7D | -7.0% | +2.4% | -9.4% | -7.6% |
| 30D | -8.1% | -13.1% | +5.0% | -4.9% |
| 3M | -6.6% | -15.6% | +9.0% | -3.1% |
| 6M | +0.9% | +24.6% | -23.7% | -6.4% |
| YTD | +31.1% | +39.6% | -8.5% | +17.3% |
| 1Y | +27.7% | +48.6% | -20.9% | +11.5% |
| 3Y | +71.2% | +197.3% | -126.0% | +17.9% |
| All | +171.6% | +409.3% | -237.7% | +53.5% |
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