+23.7%
JBL vs NYT
+16.5%
+7.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.9% | -4.9% |
| 7D | -11.1% | -3.9% | -7.3% | -11.4% |
| 30D | -14.1% | +4.3% | -18.4% | -13.9% |
| 3M | -23.9% | -11.7% | -12.2% | -23.4% |
| 6M | -24.1% | -14.4% | -9.7% | -21.8% |
| YTD | +13.5% | -3.0% | +16.5% | +16.9% |
| 1Y | +23.7% | +16.5% | +7.2% | +34.4% |
| All | +23.7% | +16.5% | +7.2% | +34.4% |
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