+1,071.2%
JBL vs P
+469.1%
+602.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.4% | 0.0% |
| 7D | -12.3% | -23.8% | +11.5% | -4.7% |
| 30D | -20.2% | -36.6% | +16.5% | -8.2% |
| 3M | -30.6% | +10.9% | -41.5% | -33.8% |
| 6M | -35.8% | +30.0% | -65.7% | -42.4% |
| YTD | +4.9% | +44.4% | -39.4% | -9.5% |
| 1Y | +11.3% | +3.9% | +7.4% | +3.9% |
| 3Y | +89.1% | +176.6% | -87.5% | +21.6% |
| 5Y | +272.1% | +249.3% | +22.8% | +115.4% |
| 10Y | +1,150.2% | +726.9% | +423.2% | +456.7% |
| All | +1,071.2% | +469.1% | +602.1% | +420.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling