+89.1%
JBL vs COMP
+353.8%
-264.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.7% | -9.6% | -0.4% |
| 7D | -12.3% | +13.4% | -25.8% | -14.0% |
| 30D | -20.2% | +11.1% | -31.3% | -21.6% |
| 3M | -30.6% | -18.8% | -11.8% | -28.9% |
| 6M | -35.8% | +10.5% | -46.3% | -37.5% |
| YTD | +4.9% | -3.4% | +8.3% | +2.2% |
| 1Y | +11.3% | +19.7% | -8.4% | +5.6% |
| 3Y | +89.1% | +381.6% | -292.5% | +40.8% |
| All | +89.1% | +353.8% | -264.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling