+64.7%
D vs JBL
+181.2%
-116.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | +1.5% | +3.0% | -1.6% | +1.5% |
| 30D | -2.6% | -8.3% | +5.7% | -2.7% |
| 3M | 0.0% | -16.9% | +16.9% | -0.2% |
| 6M | +7.4% | +21.8% | -14.4% | +7.5% |
| YTD | +15.9% | +36.3% | -20.4% | +16.2% |
| 1Y | +18.1% | +49.5% | -31.4% | +18.6% |
| All | +64.7% | +181.2% | -116.4% | +68.4% |
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 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