-16.6%
BX vs JBL
+52.3%
-69.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | -4.4% | +3.0% | -7.4% | -4.7% |
| 30D | +0.1% | -8.3% | +8.4% | +1.0% |
| 3M | +16.0% | -16.9% | +32.9% | +18.3% |
| 6M | +21.6% | +21.8% | -0.1% | +15.0% |
| YTD | -8.9% | +36.3% | -45.2% | -15.1% |
| 1Y | -16.6% | +49.5% | -66.1% | -24.2% |
| All | -16.6% | +52.3% | -69.0% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling