+13,507.3%
GOOGL vs JBL
+1,845.9%
+11,661.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -2.3% | +3.0% | -5.3% | -3.1% |
| 30D | -6.6% | -8.3% | +1.7% | -4.7% |
| 3M | -8.9% | -16.9% | +8.0% | -5.2% |
| 6M | +11.9% | +21.8% | -9.9% | +3.7% |
| YTD | +8.3% | +36.3% | -28.0% | -3.3% |
| 1Y | +46.2% | +49.5% | -3.3% | +26.4% |
| 3Y | +151.9% | +170.6% | -18.8% | +76.4% |
| 5Y | +137.7% | +408.4% | -270.7% | +37.5% |
| 10Y | +757.6% | +1,450.4% | -692.8% | +251.7% |
| All | +13,507.3% | +1,845.9% | +11,661.4% | +3,865.8% |
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