+18.4%
BROS vs JBL
+392.6%
-374.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -2.3% |
| 7D | -6.1% | -1.0% | -5.0% | -5.7% |
| 30D | -12.4% | -15.1% | +2.7% | -6.7% |
| 3M | -27.9% | -14.0% | -13.9% | -24.8% |
| 6M | -16.8% | +20.6% | -37.4% | -26.2% |
| YTD | -29.0% | +32.9% | -61.9% | -40.0% |
| 1Y | -33.2% | +40.5% | -73.7% | -45.5% |
| 3Y | +56.8% | +183.7% | -127.0% | -14.0% |
| All | +18.4% | +392.6% | -374.1% | -56.3% |
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 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