+3.6%
GOOG vs JBL
+20.8%
-17.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.8% | +8.1% | +3.8% |
| 7D | -10.7% | -11.1% | +0.4% | -9.4% |
| 30D | -16.4% | -14.1% | -2.4% | -14.9% |
| 3M | -23.4% | -23.9% | +0.5% | -21.1% |
| 6M | -24.2% | -24.1% | -0.1% | -22.6% |
| YTD | -8.3% | +13.5% | -21.7% | -14.2% |
| 1Y | +3.6% | +23.7% | -20.1% | -6.4% |
| All | +3.6% | +20.8% | -17.2% | -6.4% |
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