+12,674.7%
BLK vs JBL
+1,476.3%
+11,198.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.2% |
| 7D | -5.2% | -1.0% | -4.2% | -4.9% |
| 30D | -7.0% | -15.1% | +8.0% | -3.4% |
| 3M | +5.7% | -14.0% | +19.7% | +8.7% |
| 6M | +11.0% | +20.6% | -9.6% | +4.1% |
| YTD | +0.9% | +32.9% | -32.0% | -8.0% |
| 1Y | -1.6% | +40.5% | -42.1% | -12.1% |
| 3Y | +64.5% | +183.7% | -119.3% | +18.8% |
| 5Y | +30.9% | +388.3% | -357.5% | -18.1% |
| 10Y | +275.1% | +1,464.9% | -1,189.8% | +74.2% |
| All | +12,674.7% | +1,476.3% | +11,198.3% | +4,196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling