+275.1%
BLK vs JBL
+1,558.3%
-1,283.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | -0.3% |
| 7D | -3.3% | +2.4% | -5.7% | -4.2% |
| 30D | -6.5% | -13.1% | +6.6% | -1.8% |
| 3M | +6.7% | -15.6% | +22.3% | +12.1% |
| 6M | +14.7% | +24.6% | -9.8% | +1.9% |
| YTD | +2.5% | +39.6% | -37.1% | -13.6% |
| 1Y | -2.8% | +48.6% | -51.4% | -21.0% |
| 3Y | +65.9% | +197.3% | -131.4% | -7.1% |
| 5Y | +33.0% | +413.0% | -380.0% | -44.3% |
| All | +275.1% | +1,558.3% | -1,283.3% | -5.6% |
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