+813.9%
JBL vs QS
-43.2%
+857.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.4% |
| 7D | +4.4% | +2.2% | +2.2% | +4.2% |
| 30D | -8.4% | -8.1% | -0.4% | -7.8% |
| 3M | -14.2% | -27.0% | +12.9% | -12.3% |
| 6M | +29.6% | -16.4% | +46.0% | +31.1% |
| YTD | +37.1% | -46.4% | +83.4% | +42.4% |
| 1Y | +49.5% | -41.1% | +90.6% | +53.2% |
| 3Y | +192.7% | -18.6% | +211.3% | +181.9% |
| 5Y | +411.3% | -73.0% | +484.4% | +398.8% |
| All | +813.9% | -43.2% | +857.2% | +856.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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