+307.4%
F vs JBL
+34,654.4%
-34,347.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.5% |
| 7D | -0.6% | -5.2% | +4.5% | +0.3% |
| 30D | +2.9% | -17.5% | +20.4% | +6.6% |
| 3M | -9.5% | -26.0% | +16.5% | -4.5% |
| 6M | +4.0% | -28.9% | +32.9% | +10.0% |
| YTD | -1.3% | +10.8% | -12.1% | -5.4% |
| 1Y | -1.9% | +18.3% | -20.3% | -7.5% |
| 3Y | +53.5% | +102.2% | -48.7% | +26.4% |
| 5Y | -15.1% | +303.2% | -318.4% | -39.3% |
| 10Y | +81.0% | +1,152.0% | -1,071.0% | +3.1% |
| All | +307.4% | +34,654.4% | -34,347.0% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling