-8.8%
IR vs JBL
+44.8%
-53.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | -3.1% | -1.0% | -2.0% | -2.8% |
| 30D | -14.0% | -15.1% | +1.1% | -10.8% |
| 3M | +3.7% | -14.0% | +17.8% | +6.9% |
| 6M | -15.4% | +20.6% | -36.0% | -21.3% |
| YTD | -7.7% | +32.9% | -40.6% | -16.1% |
| 1Y | -8.8% | +40.5% | -49.3% | -18.8% |
| All | -8.8% | +44.8% | -53.6% | -18.8% |
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 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