+21.8%
DOW vs JBL
+47.2%
-25.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -2.0% |
| 7D | -1.4% | +2.4% | -3.8% | -1.3% |
| 30D | -3.9% | -13.1% | +9.2% | -3.9% |
| 3M | -12.7% | -15.6% | +2.9% | -12.2% |
| 6M | -13.7% | +24.6% | -38.3% | -16.7% |
| YTD | +28.4% | +39.6% | -11.2% | +18.8% |
| 1Y | +21.8% | +48.6% | -26.9% | +6.2% |
| All | +21.8% | +47.2% | -25.4% | +6.2% |
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