+17,993.4%
COST vs JBL
+42,747.1%
-24,753.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -2.8% | +4.0% | -6.8% | -3.3% |
| 30D | -5.3% | -7.5% | +2.2% | -4.5% |
| 3M | -6.7% | -14.1% | +7.4% | -5.4% |
| 6M | -9.9% | +25.9% | -35.8% | -13.6% |
| YTD | +5.1% | +36.7% | -31.5% | -0.4% |
| 1Y | -7.3% | +49.0% | -56.3% | -13.5% |
| 3Y | +70.4% | +191.8% | -121.4% | +42.8% |
| 5Y | +104.4% | +409.8% | -305.4% | +58.3% |
| 10Y | +609.0% | +1,509.2% | -900.2% | +362.3% |
| All | +17,993.4% | +42,747.1% | -24,753.8% | +8,902.5% |
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 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