+197.3%
JBL vs BR
-5.3%
+202.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.0% |
| 7D | +2.4% | -3.0% | +5.4% | +2.3% |
| 30D | -13.1% | -0.3% | -12.8% | -13.2% |
| 3M | -15.6% | +17.3% | -32.9% | -15.8% |
| 6M | +24.6% | -6.7% | +31.3% | +28.0% |
| YTD | +39.6% | -23.4% | +63.0% | +50.5% |
| 1Y | +48.6% | -32.7% | +81.3% | +67.9% |
| 3Y | +197.3% | -5.9% | +203.2% | +213.6% |
| All | +197.3% | -5.3% | +202.6% | +213.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling