+496.9%
JBL vs COMP
-47.7%
+544.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +3.0% | +1.4% | +1.7% | +2.8% |
| 30D | -8.3% | -13.3% | +5.1% | -6.6% |
| 3M | -16.9% | +41.1% | -58.0% | -21.0% |
| 6M | +21.8% | +17.2% | +4.6% | +17.6% |
| YTD | +36.3% | +5.2% | +31.1% | +32.9% |
| 1Y | +49.5% | +18.9% | +30.6% | +42.7% |
| 3Y | +170.6% | +215.9% | -45.3% | +118.0% |
| 5Y | +408.4% | -31.2% | +439.6% | +347.3% |
| All | +496.9% | -47.7% | +544.5% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling