+39.1%
BP vs JBL
+189.2%
-150.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +4.0% | +4.0% | 0.0% | +3.7% |
| 30D | +7.8% | -7.5% | +15.3% | +8.3% |
| 3M | +8.4% | -14.1% | +22.4% | +9.4% |
| 6M | +15.1% | +25.9% | -10.8% | +10.5% |
| YTD | +36.4% | +36.7% | -0.2% | +29.3% |
| 1Y | +40.9% | +49.0% | -8.1% | +31.5% |
| All | +39.1% | +189.2% | -150.2% | +19.4% |
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