+366.1%
C vs JBL
+34,277.3%
-33,911.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | -0.4% | -8.1% | +7.7% | +1.7% |
| 30D | -5.2% | -18.4% | +13.3% | -0.4% |
| 3M | -9.1% | -25.8% | +16.7% | -2.7% |
| 6M | -1.6% | -29.6% | +28.0% | +6.2% |
| YTD | +6.9% | +9.6% | -2.7% | +2.2% |
| 1Y | +23.0% | +14.1% | +8.9% | +16.2% |
| 3Y | +216.1% | +95.9% | +120.3% | +153.4% |
| 5Y | +112.2% | +298.3% | -186.1% | +40.0% |
| 10Y | +208.8% | +1,150.1% | -941.3% | +54.5% |
| All | +366.1% | +34,277.3% | -33,911.2% | +61.7% |
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