+101.0%
JBL vs COMP
+426.2%
-325.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.2% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | -17.0% | +16.3% | -33.4% | -19.1% |
| 3M | -27.4% | -19.1% | -8.2% | -25.5% |
| 6M | -29.1% | +17.1% | -46.2% | -31.6% |
| YTD | +13.6% | -2.9% | +16.6% | +10.6% |
| 1Y | +22.8% | +8.8% | +14.0% | +17.8% |
| All | +101.0% | +426.2% | -325.2% | +47.9% |
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