-42.6%
BROS vs JBL
+299.0%
-341.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.2% | +8.7% | +7.4% |
| 7D | +6.3% | +6.3% | 0.0% | +3.6% |
| 30D | -8.3% | -13.5% | +5.1% | -2.7% |
| 3M | -29.8% | -31.3% | +1.5% | -19.1% |
| 6M | -25.8% | -28.4% | +2.6% | -17.8% |
| YTD | -41.4% | +11.6% | -52.9% | -47.7% |
| 1Y | -35.2% | +26.1% | -61.3% | -45.7% |
| 3Y | +32.8% | +97.4% | -64.6% | -15.8% |
| All | -42.6% | +299.0% | -341.6% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling