+11.7%
IR vs JBL
+20.0%
-8.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | +2.5% | +6.3% | -3.8% | +1.0% |
| 30D | +9.2% | -13.5% | +22.7% | +12.7% |
| 3M | +0.9% | -31.3% | +32.3% | +9.8% |
| 6M | +19.2% | -28.4% | +47.7% | +27.5% |
| YTD | +7.5% | +11.6% | -4.1% | -1.1% |
| 1Y | +11.7% | +26.1% | -14.4% | -2.1% |
| All | +11.7% | +20.0% | -8.3% | -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