+75.1%
D vs JBL
+98.7%
-23.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.4% | -8.1% | +10.4% | +2.2% |
| 30D | +10.9% | -18.4% | +29.4% | +10.5% |
| 3M | +2.8% | -25.8% | +28.6% | +2.4% |
| 6M | +12.7% | -29.6% | +42.3% | +12.2% |
| YTD | +20.3% | +9.6% | +10.7% | +20.0% |
| 1Y | +17.1% | +14.1% | +3.1% | +16.9% |
| 3Y | +75.1% | +95.9% | -20.8% | +73.8% |
| All | +75.1% | +98.7% | -23.5% | +73.8% |
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