+49.5%
JBL vs NYT
+15.2%
+34.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +3.0% | -1.3% | +4.3% | +3.0% |
| 30D | -8.3% | +2.7% | -11.0% | -8.3% |
| 3M | -16.9% | -10.3% | -6.6% | -16.2% |
| 6M | +21.8% | -16.6% | +38.3% | +25.7% |
| YTD | +36.3% | -2.3% | +38.6% | +40.3% |
| 1Y | +49.5% | +15.0% | +34.5% | +58.7% |
| All | +49.5% | +15.2% | +34.3% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling