+912.2%
BX vs JBL
+1,587.5%
-675.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -5.7% | +4.0% | -9.7% | -7.3% |
| 30D | -8.9% | -7.5% | -1.4% | -6.1% |
| 3M | +8.4% | -14.1% | +22.5% | +13.8% |
| 6M | +18.9% | +25.9% | -7.0% | +3.3% |
| YTD | -13.6% | +36.7% | -50.3% | -28.3% |
| 1Y | -22.4% | +49.0% | -71.4% | -39.0% |
| 3Y | +26.0% | +191.8% | -165.8% | -31.6% |
| 5Y | +18.8% | +409.8% | -391.0% | -50.2% |
| 10Y | +668.7% | +1,509.2% | -840.5% | +80.3% |
| All | +912.2% | +1,587.5% | -675.3% | +59.7% |
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