+131.6%
C vs JBL
+405.9%
-274.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +3.2% | +4.4% | -1.2% | +1.7% |
| 30D | +1.3% | -8.4% | +9.7% | +4.0% |
| 3M | +3.1% | -14.2% | +17.3% | +7.5% |
| 6M | +29.6% | +29.6% | 0.0% | +15.6% |
| YTD | +19.0% | +37.1% | -18.1% | +3.6% |
| 1Y | +45.6% | +49.5% | -3.8% | +21.9% |
| 3Y | +269.3% | +192.7% | +76.6% | +129.8% |
| 5Y | +131.6% | +411.3% | -279.8% | +7.2% |
| All | +131.6% | +405.9% | -274.3% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling