+270.6%
C vs JBL
+181.2%
+89.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +3.6% | +3.0% | +0.6% | +2.7% |
| 30D | +0.1% | -8.3% | +8.3% | +2.3% |
| 3M | +2.4% | -16.9% | +19.3% | +7.1% |
| 6M | +24.9% | +21.8% | +3.2% | +15.2% |
| YTD | +19.8% | +36.3% | -16.5% | +6.6% |
| 1Y | +44.9% | +49.5% | -4.6% | +24.4% |
| All | +270.6% | +181.2% | +89.5% | +163.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling