+48.6%
JBL vs QSR
+28.6%
+20.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +5.2% |
| 7D | +2.4% | -4.0% | +6.4% | +1.2% |
| 30D | -13.1% | +2.8% | -15.9% | -12.3% |
| 3M | -15.6% | +5.1% | -20.7% | -13.8% |
| 6M | +24.6% | +8.8% | +15.8% | +25.6% |
| YTD | +39.6% | +14.8% | +24.8% | +41.5% |
| 1Y | +48.6% | +25.7% | +22.9% | +54.6% |
| All | +48.6% | +28.6% | +20.0% | +54.6% |
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