+26.1%
JBL vs Q
+29.7%
-3.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.2% |
| 7D | +6.3% | +1.2% | +5.2% | +5.6% |
| 30D | -13.5% | -2.7% | -10.8% | -12.3% |
| 3M | -31.3% | -16.9% | -14.4% | -24.4% |
| 6M | -28.4% | -26.9% | -1.6% | -17.3% |
| YTD | +11.6% | +45.2% | -33.6% | -7.1% |
| 1Y | +26.1% | +38.1% | -12.0% | +8.1% |
| All | +26.1% | +29.7% | -3.6% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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