+1,137.2%
JBL vs P
+504.9%
+632.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.3% | -0.7% | +3.6% |
| 7D | -5.2% | -9.6% | +4.4% | -2.2% |
| 30D | -17.5% | -33.4% | +15.9% | -6.6% |
| 3M | -26.0% | +14.2% | -40.2% | -30.0% |
| 6M | -28.9% | +31.6% | -60.4% | -36.4% |
| YTD | +10.8% | +53.5% | -42.6% | -6.2% |
| 1Y | +18.3% | +14.2% | +4.1% | +7.3% |
| 3Y | +102.2% | +190.5% | -88.3% | +28.0% |
| 5Y | +303.2% | +256.3% | +46.9% | +132.0% |
| 10Y | +1,152.0% | +707.9% | +444.2% | +451.9% |
| All | +1,137.2% | +504.9% | +632.2% | +438.8% |
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