+27.0%
BROS vs JBL
+405.2%
-378.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -6.7% | +3.0% | -9.7% | -7.8% |
| 30D | -29.1% | -8.3% | -20.8% | -27.1% |
| 3M | -16.7% | -16.9% | +0.2% | -11.9% |
| 6M | -11.6% | +21.8% | -33.4% | -21.8% |
| YTD | -23.9% | +36.3% | -60.2% | -36.3% |
| 1Y | -34.8% | +49.5% | -84.3% | -48.3% |
| 3Y | +62.1% | +170.6% | -108.6% | -8.0% |
| All | +27.0% | +405.2% | -378.2% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling