+399.6%
JBL vs COMP
-52.8%
+452.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.7% |
| 7D | +10.0% | +8.9% | +1.1% | +8.7% |
| 30D | -18.2% | +14.0% | -32.2% | -19.9% |
| 3M | -29.0% | -21.1% | -7.9% | -27.1% |
| 6M | -25.9% | +20.1% | -46.0% | -28.5% |
| YTD | +14.1% | -5.0% | +19.1% | +12.3% |
| 1Y | +21.7% | +5.7% | +16.0% | +18.0% |
| 3Y | +103.8% | +412.2% | -308.4% | +54.8% |
| 5Y | +310.0% | -12.1% | +322.1% | +252.6% |
| All | +399.6% | -52.8% | +452.4% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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