+375.7%
F vs JBL
+42,637.0%
-42,261.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.1% |
| 7D | +5.3% | +3.0% | +2.3% | +4.7% |
| 30D | +4.6% | -8.3% | +12.9% | +6.2% |
| 3M | -3.7% | -16.9% | +13.2% | -0.6% |
| 6M | +16.8% | +21.8% | -4.9% | +10.8% |
| YTD | +15.3% | +36.3% | -21.0% | +6.5% |
| 1Y | +31.0% | +49.5% | -18.5% | +18.1% |
| 3Y | +45.4% | +170.6% | -125.2% | +13.0% |
| 5Y | +54.7% | +408.4% | -353.7% | +6.1% |
| 10Y | +98.2% | +1,450.4% | -1,352.2% | +8.7% |
| All | +375.7% | +42,637.0% | -42,261.3% | +92.5% |
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