+26.0%
IR vs JBL
+98.7%
-72.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +1.5% | -8.1% | +9.6% | +3.9% |
| 30D | +9.0% | -18.4% | +27.5% | +15.2% |
| 3M | -0.9% | -25.8% | +24.9% | +6.9% |
| 6M | +13.4% | -29.6% | +43.0% | +23.3% |
| YTD | +8.5% | +9.6% | -1.2% | +1.4% |
| 1Y | +11.3% | +14.1% | -2.8% | +2.5% |
| 3Y | +26.0% | +95.9% | -69.9% | -6.7% |
| All | +26.0% | +98.7% | -72.7% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling