+13.1%
D vs JBL
+298.8%
-285.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.2% |
| 7D | +2.4% | -8.1% | +10.4% | +2.5% |
| 30D | +10.9% | -18.4% | +29.4% | +11.2% |
| 3M | +2.8% | -25.8% | +28.6% | +3.2% |
| 6M | +12.7% | -29.6% | +42.3% | +13.2% |
| YTD | +20.3% | +9.6% | +10.7% | +19.0% |
| 1Y | +17.1% | +14.1% | +3.1% | +15.7% |
| 3Y | +75.1% | +95.9% | -20.8% | +67.0% |
| 5Y | +13.1% | +298.3% | -285.2% | -1.9% |
| All | +13.1% | +298.8% | -285.7% | -1.9% |
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