+1,421.4%
JBL vs P
+485.4%
+936.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +3.0% | +6.5% | -3.5% | +0.9% |
| 30D | -8.3% | +18.8% | -27.1% | -13.7% |
| 3M | -16.9% | +26.7% | -43.7% | -23.5% |
| 6M | +21.8% | +62.2% | -40.4% | +2.8% |
| YTD | +36.3% | +48.5% | -12.2% | +17.5% |
| 1Y | +49.5% | +26.4% | +23.1% | +32.5% |
| 3Y | +170.6% | +159.4% | +11.2% | +79.0% |
| 5Y | +408.4% | +275.8% | +132.6% | +190.3% |
| 10Y | +1,450.4% | +732.0% | +718.4% | +591.8% |
| All | +1,421.4% | +485.4% | +936.0% | +575.1% |
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