+41,936.4%
JBL vs ES
+756.1%
+41,180.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | -8.3% | -2.0% | -6.3% | -7.7% |
| 3M | -16.9% | +1.7% | -18.6% | -17.8% |
| 6M | +21.8% | -3.5% | +25.3% | +22.3% |
| YTD | +36.3% | +7.9% | +28.4% | +31.7% |
| 1Y | +49.5% | +17.2% | +32.3% | +39.7% |
| 3Y | +170.6% | +29.3% | +141.3% | +137.7% |
| 5Y | +408.4% | -5.7% | +414.1% | +392.8% |
| 10Y | +1,450.4% | +85.2% | +1,365.2% | +1,046.1% |
| All | +41,936.4% | +756.1% | +41,180.3% | +21,608.0% |
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