+9.1%
IR vs JBL
+20.8%
-11.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | +0.7% |
| 7D | +11.6% | -11.1% | +22.7% | +14.6% |
| 30D | +7.2% | -14.1% | +21.2% | +10.8% |
| 3M | -5.9% | -23.9% | +18.1% | -0.2% |
| 6M | +11.5% | -24.1% | +35.6% | +16.8% |
| YTD | +6.3% | +13.5% | -7.1% | -2.1% |
| 1Y | +9.1% | +23.7% | -14.6% | -2.2% |
| All | +9.1% | +20.8% | -11.7% | -2.2% |
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