+37.3%
IR vs JBL
+410.1%
-372.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.9% | +4.0% | -5.9% | -3.3% |
| 30D | -15.0% | -7.5% | -7.6% | -13.0% |
| 3M | -0.4% | -14.1% | +13.6% | +4.0% |
| 6M | -15.0% | +25.9% | -40.9% | -24.3% |
| YTD | -7.1% | +36.7% | -43.7% | -20.3% |
| 1Y | -7.5% | +49.0% | -56.5% | -24.2% |
| 3Y | +6.3% | +191.8% | -185.5% | -39.2% |
| 5Y | +37.3% | +409.8% | -372.4% | -45.9% |
| All | +37.3% | +410.1% | -372.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling