+90.3%
FOXA vs JBL
+1,067.4%
-977.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -0.6% | +4.4% | -5.0% | -1.8% |
| 30D | +2.3% | -8.4% | +10.8% | +4.5% |
| 3M | -2.8% | -14.2% | +11.3% | +0.1% |
| 6M | +9.6% | +29.6% | -20.0% | -1.9% |
| YTD | -9.9% | +37.1% | -47.0% | -21.6% |
| 1Y | +5.4% | +49.5% | -44.1% | -11.6% |
| 3Y | +115.3% | +192.7% | -77.4% | +32.3% |
| 5Y | +93.1% | +411.3% | -318.3% | -10.2% |
| All | +90.3% | +1,067.4% | -977.1% | -45.1% |
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