+358.3%
DELL vs JBL
+47.2%
+311.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.0% | +6.9% | +8.8% |
| 7D | +8.2% | +2.4% | +5.8% | +6.9% |
| 30D | +17.1% | -13.1% | +30.2% | +27.3% |
| 3M | +45.2% | -15.6% | +60.7% | +58.9% |
| 6M | +286.8% | +24.6% | +262.2% | +255.1% |
| YTD | +354.8% | +39.6% | +315.2% | +291.8% |
| 1Y | +358.3% | +48.6% | +309.6% | +281.8% |
| All | +358.3% | +47.2% | +311.1% | +281.8% |
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