+23.7%
JBL vs QSR
+23.8%
-0.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.5% | -10.3% | -3.0% |
| 7D | -11.1% | +5.2% | -16.3% | -9.4% |
| 30D | -14.1% | +12.2% | -26.3% | -10.8% |
| 3M | -23.9% | +7.0% | -31.0% | -21.8% |
| 6M | -24.1% | -0.3% | -23.8% | -22.3% |
| YTD | +13.5% | +18.0% | -4.5% | +14.8% |
| 1Y | +23.7% | +22.6% | +1.1% | +21.1% |
| All | +23.7% | +23.8% | -0.1% | +21.1% |
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