+1,352.5%
D vs JBL
+35,525.4%
-34,172.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.6% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | +9.0% | -17.0% | +26.0% | +9.9% |
| 3M | +1.0% | -27.4% | +28.3% | +2.4% |
| 6M | +11.0% | -29.1% | +40.1% | +12.5% |
| YTD | +19.8% | +13.6% | +6.2% | +18.1% |
| 1Y | +16.0% | +22.8% | -6.8% | +13.8% |
| 3Y | +74.4% | +103.0% | -28.7% | +64.9% |
| 5Y | +13.5% | +307.4% | -293.8% | +2.6% |
| 10Y | +48.4% | +1,173.9% | -1,125.6% | +24.5% |
| All | +1,352.5% | +35,525.4% | -34,172.9% | +1,044.1% |
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 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