+5.9%
D vs JBL
+403.0%
-397.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.5% | +3.0% | -1.6% | +1.4% |
| 30D | -2.6% | -8.3% | +5.7% | -2.5% |
| 3M | 0.0% | -16.9% | +16.9% | +0.3% |
| 6M | +7.4% | +21.8% | -14.4% | +6.5% |
| YTD | +15.9% | +36.3% | -20.4% | +14.5% |
| 1Y | +18.1% | +49.5% | -31.4% | +16.3% |
| 3Y | +58.4% | +170.6% | -112.2% | +50.5% |
| All | +5.9% | +403.0% | -397.1% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling