+289.9%
BNY vs JBL
+195.4%
+94.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.8% |
| 7D | -1.3% | +2.4% | -3.7% | -1.7% |
| 30D | -0.2% | -13.1% | +12.9% | +2.1% |
| 3M | +14.9% | -15.6% | +30.5% | +17.6% |
| 6M | +40.0% | +24.6% | +15.4% | +33.1% |
| YTD | +42.0% | +39.6% | +2.4% | +32.1% |
| 1Y | +56.9% | +48.6% | +8.2% | +43.8% |
| 3Y | +289.9% | +197.3% | +92.6% | +216.3% |
| All | +289.9% | +195.4% | +94.4% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling