+197.3%
JBL vs NTR
+36.8%
+160.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.1% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | -13.1% | +16.8% | -29.9% | -15.9% |
| 3M | -15.6% | +20.7% | -36.3% | -19.1% |
| 6M | +24.6% | +0.5% | +24.0% | +23.8% |
| YTD | +39.6% | +29.2% | +10.4% | +28.7% |
| 1Y | +48.6% | +39.6% | +9.0% | +33.6% |
| 3Y | +197.3% | +37.9% | +159.4% | +171.0% |
| All | +197.3% | +36.8% | +160.5% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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