+13,164.2%
GOOG vs JBL
+1,850.9%
+11,313.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.6% | +4.0% | -5.6% | -2.6% |
| 30D | -7.7% | -7.5% | -0.2% | -6.0% |
| 3M | -9.3% | -14.1% | +4.8% | -6.4% |
| 6M | +7.4% | +25.9% | -18.4% | -1.3% |
| YTD | +4.9% | +36.7% | -31.8% | -6.4% |
| 1Y | +37.2% | +49.0% | -11.8% | +18.8% |
| 3Y | +141.6% | +191.8% | -50.2% | +65.7% |
| 5Y | +128.8% | +409.8% | -281.0% | +32.4% |
| 10Y | +772.7% | +1,509.2% | -736.5% | +254.8% |
| All | +13,164.2% | +1,850.9% | +11,313.3% | +3,765.7% |
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