+14.1%
JBL vs COMP
+16.2%
-2.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | +0.4% |
| 7D | -8.1% | +7.2% | -15.2% | -9.3% |
| 30D | -18.4% | +6.4% | -24.8% | -19.8% |
| 3M | -25.8% | -19.4% | -6.3% | -22.8% |
| 6M | -29.6% | +14.6% | -44.2% | -33.3% |
| YTD | +9.6% | -5.5% | +15.1% | +5.3% |
| 1Y | +14.1% | +13.7% | +0.4% | +10.2% |
| All | +14.1% | +16.2% | -2.1% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling