+291.3%
IR vs JBL
+1,030.7%
-739.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | -2.8% | +3.0% | -5.9% | -4.1% |
| 30D | -15.1% | -8.3% | -6.9% | -12.4% |
| 3M | +6.1% | -16.9% | +23.0% | +13.0% |
| 6M | -16.8% | +21.8% | -38.6% | -26.0% |
| YTD | -3.5% | +36.3% | -39.8% | -19.2% |
| 1Y | -3.5% | +49.5% | -53.0% | -23.4% |
| 3Y | +9.5% | +170.6% | -161.2% | -38.9% |
| 5Y | +45.1% | +408.4% | -363.3% | -43.5% |
| All | +291.3% | +1,030.7% | -739.4% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling