+44.6%
C vs JBL
+49.3%
-4.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +2.6% | +4.0% | -1.4% | +1.6% |
| 30D | +1.9% | -7.5% | +9.4% | +3.6% |
| 3M | +2.8% | -14.1% | +16.9% | +5.6% |
| 6M | +30.6% | +25.9% | +4.7% | +19.1% |
| YTD | +19.9% | +36.7% | -16.8% | +8.3% |
| 1Y | +44.6% | +49.0% | -4.4% | +27.8% |
| All | +44.6% | +49.3% | -4.7% | +27.8% |
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