+191.0%
JBL vs BN
+71.3%
+119.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | +4.0% | -3.0% | +7.0% | +5.8% |
| 30D | -7.5% | -13.0% | +5.5% | +0.1% |
| 3M | -14.1% | -15.2% | +1.2% | -5.8% |
| 6M | +25.9% | -5.9% | +31.8% | +29.2% |
| YTD | +36.7% | -15.8% | +52.4% | +47.9% |
| 1Y | +49.0% | -12.2% | +61.2% | +57.3% |
| All | +191.0% | +71.3% | +119.7% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling