+1,525.1%
JBL vs QSR
+135.2%
+1,389.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.7% |
| 7D | +2.4% | -4.0% | +6.4% | +4.4% |
| 30D | -13.1% | +2.8% | -15.9% | -14.4% |
| 3M | -15.6% | +5.1% | -20.7% | -18.5% |
| 6M | +24.6% | +8.8% | +15.8% | +16.9% |
| YTD | +39.6% | +14.8% | +24.8% | +26.8% |
| 1Y | +48.6% | +25.7% | +22.9% | +27.7% |
| 3Y | +197.3% | +27.5% | +169.7% | +145.9% |
| 5Y | +413.0% | +41.3% | +371.7% | +294.8% |
| All | +1,525.1% | +135.2% | +1,389.9% | +879.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling