+1,525.1%
JBL vs BR
+189.7%
+1,335.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.2% |
| 7D | +2.4% | -3.0% | +5.4% | +3.8% |
| 30D | -13.1% | -0.3% | -12.8% | -13.4% |
| 3M | -15.6% | +17.3% | -32.9% | -23.1% |
| 6M | +24.6% | -6.7% | +31.3% | +26.3% |
| YTD | +39.6% | -23.4% | +63.0% | +55.9% |
| 1Y | +48.6% | -32.7% | +81.3% | +78.3% |
| 3Y | +197.3% | -5.9% | +203.2% | +184.3% |
| 5Y | +413.0% | +8.4% | +404.5% | +338.5% |
| All | +1,525.1% | +189.7% | +1,335.4% | +771.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling