+34,084.6%
JBL vs ES
+747.2%
+33,337.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | -5.2% | -0.1% | -5.1% | -5.3% |
| 30D | -17.5% | +5.7% | -23.3% | -19.3% |
| 3M | -26.0% | -2.8% | -23.2% | -25.7% |
| 6M | -28.9% | +7.0% | -35.8% | -31.1% |
| YTD | +10.8% | +6.8% | +4.1% | +7.0% |
| 1Y | +18.3% | -0.5% | +18.8% | +16.3% |
| 3Y | +102.2% | +47.2% | +55.0% | +69.6% |
| 5Y | +303.2% | +2.3% | +301.0% | +278.5% |
| 10Y | +1,152.0% | +85.6% | +1,066.4% | +820.7% |
| All | +34,084.6% | +747.2% | +33,337.4% | +17,533.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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