+25.1%
BROS vs JBL
+408.1%
-383.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -0.9% | +4.4% | -5.3% | -2.7% |
| 30D | -13.5% | -8.4% | -5.0% | -10.8% |
| 3M | -18.4% | -14.2% | -4.3% | -14.8% |
| 6M | -10.6% | +29.6% | -40.2% | -23.1% |
| YTD | -25.1% | +37.1% | -62.1% | -37.4% |
| 1Y | -28.6% | +49.5% | -78.1% | -43.4% |
| 3Y | +65.6% | +192.7% | -127.1% | -10.3% |
| All | +25.1% | +408.1% | -383.0% | -54.4% |
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 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