+32.0%
EMR vs JBL
+20.0%
+12.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | +2.8% | +6.3% | -3.5% | +0.6% |
| 30D | +3.7% | -13.5% | +17.2% | +8.6% |
| 3M | +2.0% | -31.3% | +33.4% | +15.2% |
| 6M | +22.1% | -28.4% | +50.5% | +34.6% |
| YTD | +27.2% | +11.6% | +15.6% | +19.5% |
| 1Y | +32.0% | +26.1% | +5.9% | +15.6% |
| All | +32.0% | +20.0% | +12.0% | +15.6% |
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