+337.2%
IR vs JBL
+846.4%
-509.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +4.3% | +10.0% | -5.7% | +0.1% |
| 30D | +8.1% | -18.2% | +26.3% | +17.0% |
| 3M | +0.7% | -29.0% | +29.7% | +14.8% |
| 6M | +16.6% | -25.9% | +42.5% | +28.4% |
| YTD | +7.8% | +14.1% | -6.3% | -3.7% |
| 1Y | +9.9% | +21.7% | -11.7% | -4.9% |
| 3Y | +25.2% | +103.8% | -78.6% | -20.5% |
| 5Y | +46.8% | +310.0% | -263.2% | -37.6% |
| All | +337.2% | +846.4% | -509.2% | +15.4% |
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