+20.4%
BTDR vs JBL
+409.3%
-388.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.0% | -1.3% | +1.1% |
| 7D | -3.4% | +2.4% | -5.8% | -4.5% |
| 30D | +32.6% | -13.1% | +45.7% | +42.1% |
| 3M | -32.2% | -15.6% | -16.7% | -26.2% |
| 6M | +52.4% | +24.6% | +27.8% | +42.5% |
| YTD | +6.7% | +39.6% | -32.9% | -4.3% |
| 1Y | -15.2% | +48.6% | -63.8% | -25.4% |
| 3Y | +14.9% | +197.3% | -182.4% | -14.9% |
| All | +20.4% | +409.3% | -388.9% | -12.1% |
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 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