-28.4%
JBL vs Q
-30.6%
+2.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | +0.1% |
| 7D | +6.3% | +1.2% | +5.2% | +5.5% |
| 30D | -13.5% | -2.7% | -10.8% | -12.1% |
| 3M | -31.3% | -16.9% | -14.4% | -23.0% |
| 6M | -28.4% | -26.9% | -1.6% | -15.2% |
| All | -28.4% | -30.6% | +2.2% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling