+273.7%
IR vs JBL
+1,058.0%
-784.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -2.4% |
| 7D | -4.5% | +2.4% | -6.9% | -5.6% |
| 30D | -13.9% | -13.1% | -0.8% | -9.0% |
| 3M | -0.3% | -15.6% | +15.2% | +5.5% |
| 6M | -14.3% | +24.6% | -38.9% | -24.6% |
| YTD | -7.9% | +39.6% | -47.5% | -23.6% |
| 1Y | -9.9% | +48.6% | -58.5% | -28.2% |
| 3Y | +6.5% | +197.3% | -190.7% | -43.3% |
| 5Y | +34.0% | +413.0% | -379.0% | -47.9% |
| All | +273.7% | +1,058.0% | -784.3% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling