+47.9%
IR vs JBL
+298.8%
-251.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +1.5% | -8.1% | +9.6% | +4.5% |
| 30D | +9.0% | -18.4% | +27.5% | +16.8% |
| 3M | -0.9% | -25.8% | +24.9% | +8.9% |
| 6M | +13.4% | -29.6% | +43.0% | +25.6% |
| YTD | +8.5% | +9.6% | -1.2% | -0.4% |
| 1Y | +11.3% | +14.1% | -2.8% | +0.3% |
| 3Y | +26.0% | +95.9% | -69.9% | -15.0% |
| 5Y | +47.9% | +298.3% | -250.5% | -38.0% |
| All | +47.9% | +298.8% | -251.0% | -38.0% |
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