+23.3%
BTDR vs JBL
+453.4%
-430.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +14.8% | +4.0% | +10.8% | +12.7% |
| 30D | +41.8% | -7.5% | +49.3% | +46.9% |
| 3M | -29.2% | -14.1% | -15.1% | -23.4% |
| 6M | +66.2% | +25.9% | +40.3% | +55.3% |
| YTD | +10.0% | +36.7% | -26.7% | -0.2% |
| 1Y | -11.0% | +49.0% | -60.0% | -21.4% |
| 3Y | +6.9% | +191.8% | -184.8% | -19.6% |
| 5Y | +24.7% | +409.8% | -385.1% | -7.7% |
| All | +23.3% | +453.4% | -430.1% | -7.1% |
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 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