+9.6%
IR vs JBL
+22.9%
-13.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.8% |
| 7D | +1.1% | +0.1% | +0.9% | +0.9% |
| 30D | +7.6% | -17.0% | +24.6% | +12.1% |
| 3M | +0.1% | -27.4% | +27.5% | +7.4% |
| 6M | +14.0% | -29.1% | +43.0% | +22.5% |
| YTD | +7.5% | +13.6% | -6.1% | -1.7% |
| All | +9.6% | +22.9% | -13.3% | -2.1% |
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