+1,305.2%
D vs JBL
+42,637.0%
-41,331.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.5% | +3.0% | -1.6% | +1.3% |
| 30D | -2.6% | -8.3% | +5.7% | -2.2% |
| 3M | 0.0% | -16.9% | +16.9% | +0.8% |
| 6M | +7.4% | +21.8% | -14.4% | +5.8% |
| YTD | +15.9% | +36.3% | -20.4% | +13.4% |
| 1Y | +18.1% | +49.5% | -31.4% | +14.9% |
| 3Y | +58.4% | +170.6% | -112.2% | +47.6% |
| 5Y | +5.2% | +408.4% | -403.2% | -5.9% |
| 10Y | +35.9% | +1,450.4% | -1,414.5% | +13.1% |
| All | +1,305.2% | +42,637.0% | -41,331.9% | +998.5% |
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