+134.0%
BP vs JBL
+1,478.7%
-1,344.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | +1.7% |
| 7D | +5.7% | -1.0% | +6.8% | +6.0% |
| 30D | +8.1% | -15.1% | +23.1% | +13.3% |
| 3M | +8.6% | -14.0% | +22.7% | +12.1% |
| 6M | +18.1% | +20.6% | -2.5% | +6.7% |
| YTD | +37.6% | +32.9% | +4.7% | +19.2% |
| 1Y | +39.4% | +40.5% | -1.1% | +17.1% |
| 3Y | +40.1% | +183.7% | -143.7% | -17.2% |
| 5Y | +141.3% | +388.3% | -247.0% | +6.7% |
| All | +134.0% | +1,478.7% | -1,344.6% | -36.6% |
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