+9.6%
EMR vs JBL
+40.1%
-30.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -0.4% |
| 7D | -1.2% | -1.0% | -0.2% | -0.9% |
| 30D | -9.4% | -15.1% | +5.6% | -4.7% |
| 3M | +8.6% | -14.0% | +22.6% | +13.0% |
| 6M | +6.7% | +20.6% | -13.9% | +0.1% |
| YTD | +13.1% | +32.9% | -19.8% | +3.4% |
| All | +9.6% | +40.1% | -30.5% | -2.7% |
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