+422.1%
C vs JBL
+42,637.0%
-42,214.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +3.6% | +3.0% | +0.6% | +2.8% |
| 30D | +0.1% | -8.3% | +8.3% | +2.1% |
| 3M | +2.4% | -16.9% | +19.3% | +6.7% |
| 6M | +24.9% | +21.8% | +3.2% | +17.2% |
| YTD | +19.8% | +36.3% | -16.5% | +8.9% |
| 1Y | +44.9% | +49.5% | -4.6% | +27.9% |
| 3Y | +263.0% | +170.6% | +92.4% | +168.1% |
| 5Y | +129.5% | +408.4% | -278.9% | +42.9% |
| 10Y | +291.6% | +1,450.4% | -1,158.8% | +86.4% |
| All | +422.1% | +42,637.0% | -42,214.9% | +72.4% |
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