+1,224.6%
JBL vs BIDU
+1,302.3%
-77.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.5% | +2.5% |
| 7D | +4.4% | -2.4% | +6.8% | +5.0% |
| 30D | -8.4% | -15.6% | +7.2% | -4.3% |
| 3M | -14.2% | -22.3% | +8.1% | -8.3% |
| 6M | +29.6% | -22.3% | +51.9% | +38.0% |
| YTD | +37.1% | -29.2% | +66.2% | +49.2% |
| 1Y | +49.5% | -14.8% | +64.3% | +52.5% |
| 3Y | +192.7% | -31.8% | +224.5% | +205.4% |
| 5Y | +411.3% | -43.1% | +454.5% | +415.6% |
| 10Y | +1,447.6% | -50.6% | +1,498.3% | +1,383.6% |
| All | +1,224.6% | +1,302.3% | -77.7% | +518.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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