+1,495.5%
JBL vs BR
+1,281.7%
+213.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +4.0% | -5.0% | +9.0% | +7.1% |
| 30D | -7.5% | -2.5% | -5.0% | -6.7% |
| 3M | -14.1% | +13.5% | -27.5% | -22.3% |
| 6M | +25.9% | -9.4% | +35.3% | +29.2% |
| YTD | +36.7% | -23.3% | +59.9% | +53.6% |
| 1Y | +49.0% | -31.6% | +80.6% | +79.7% |
| 3Y | +191.8% | -5.1% | +196.8% | +175.0% |
| 5Y | +409.8% | +8.2% | +401.6% | +329.4% |
| 10Y | +1,509.2% | +189.8% | +1,319.4% | +550.4% |
| All | +1,495.5% | +1,281.7% | +213.8% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling