+49.5%
JBL vs QSR
+33.2%
+16.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.0% | +2.4% | +0.6% | +3.8% |
| 30D | -8.3% | +7.6% | -15.9% | -6.3% |
| 3M | -16.9% | +12.6% | -29.5% | -13.7% |
| 6M | +21.8% | +14.4% | +7.4% | +24.1% |
| YTD | +36.3% | +19.6% | +16.7% | +39.7% |
| 1Y | +49.5% | +33.9% | +15.6% | +56.4% |
| All | +49.5% | +33.2% | +16.3% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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