+33,713.8%
JBL vs ES
+748.8%
+32,965.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -8.1% | +0.9% | -8.9% | -8.4% |
| 30D | -18.4% | +5.9% | -24.4% | -20.2% |
| 3M | -25.8% | -1.0% | -24.7% | -25.9% |
| 6M | -29.6% | +7.2% | -36.8% | -31.9% |
| YTD | +9.6% | +7.0% | +2.7% | +5.8% |
| 1Y | +14.1% | +0.5% | +13.6% | +11.8% |
| 3Y | +95.9% | +48.7% | +47.2% | +63.7% |
| 5Y | +298.3% | +1.9% | +296.4% | +274.4% |
| 10Y | +1,150.1% | +89.2% | +1,060.9% | +813.2% |
| All | +33,713.8% | +748.8% | +32,965.0% | +17,332.3% |
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