+143.3%
DELL vs JBL
+20.8%
+122.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.8% | -4.0% | -5.4% |
| 7D | -24.6% | -11.1% | -13.5% | -17.7% |
| 30D | -32.5% | -14.1% | -18.4% | -24.4% |
| 3M | -20.2% | -23.9% | +3.7% | -4.5% |
| 6M | +76.5% | -24.1% | +100.6% | +111.0% |
| YTD | +198.9% | +13.5% | +185.4% | +199.1% |
| 1Y | +143.3% | +23.7% | +119.6% | +132.9% |
| All | +143.3% | +20.8% | +122.5% | +132.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling