+197.3%
JBL vs NYT
+56.2%
+141.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.6% | +5.0% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -13.1% | +4.6% | -17.7% | -13.7% |
| 3M | -15.6% | -9.6% | -6.0% | -14.7% |
| 6M | +24.6% | -14.0% | +38.6% | +27.5% |
| YTD | +39.6% | -2.8% | +42.4% | +39.4% |
| 1Y | +48.6% | +15.6% | +33.0% | +43.0% |
| 3Y | +197.3% | +56.3% | +140.9% | +169.1% |
| All | +197.3% | +56.2% | +141.1% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling