+42,952.9%
JBL vs BRO
+11,809.2%
+31,143.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.3% | +5.1% |
| 7D | +2.4% | -7.3% | +9.7% | +5.6% |
| 30D | -13.1% | -6.9% | -6.3% | -10.9% |
| 3M | -15.6% | +10.7% | -26.3% | -20.7% |
| 6M | +24.6% | -2.7% | +27.3% | +22.0% |
| YTD | +39.6% | -16.3% | +55.9% | +44.4% |
| 1Y | +48.6% | -29.1% | +77.7% | +64.0% |
| 3Y | +197.3% | -7.8% | +205.1% | +183.6% |
| 5Y | +413.0% | +18.7% | +394.2% | +328.4% |
| 10Y | +1,543.9% | +291.9% | +1,252.0% | +729.8% |
| All | +42,952.9% | +11,809.2% | +31,143.8% | +11,227.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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