-34.0%
BROS vs JBL
+47.2%
-81.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -4.0% | -0.2% |
| 7D | -5.8% | +2.4% | -8.2% | -6.3% |
| 30D | -14.0% | -13.1% | -0.8% | -11.0% |
| 3M | -32.5% | -15.6% | -16.9% | -29.7% |
| 6M | -14.9% | +24.6% | -39.5% | -24.5% |
| YTD | -28.3% | +39.6% | -67.9% | -38.5% |
| 1Y | -34.0% | +48.6% | -82.6% | -46.1% |
| All | -34.0% | +47.2% | -81.2% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling