-7.3%
F vs JBL
+23.4%
-30.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.9% |
| 7D | -3.9% | +10.0% | -13.9% | -5.2% |
| 30D | -0.5% | -18.2% | +17.8% | +2.5% |
| 3M | -12.9% | -29.0% | +16.1% | -8.3% |
| 6M | +1.5% | -25.9% | +27.4% | +6.2% |
| YTD | -5.0% | +14.1% | -19.1% | -9.9% |
| 1Y | -7.3% | +21.7% | -29.0% | -15.2% |
| All | -7.3% | +23.4% | -30.8% | -15.2% |
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