+15.1%
DIS vs JBL
-27.1%
+42.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | +0.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +10.3% | -17.0% | +27.3% | +7.7% |
| 3M | +15.6% | -27.4% | +43.0% | +11.3% |
| 6M | +15.1% | -29.1% | +44.2% | +10.5% |
| All | +15.1% | -27.1% | +42.2% | +10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling