+49.0%
JBL vs P
+22.0%
+27.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.1% |
| 7D | +4.0% | +5.0% | -1.0% | +2.2% |
| 30D | -7.5% | -0.9% | -6.5% | -7.7% |
| 3M | -14.1% | +38.7% | -52.7% | -23.8% |
| 6M | +25.9% | +54.4% | -28.5% | +6.3% |
| YTD | +36.7% | +44.8% | -8.2% | +17.0% |
| 1Y | +49.0% | +22.5% | +26.5% | +23.5% |
| All | +49.0% | +22.0% | +27.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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