+197.3%
JBL vs QSR
+25.8%
+171.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +5.0% |
| 7D | +2.4% | -4.0% | +6.4% | +2.8% |
| 30D | -13.1% | +2.8% | -15.9% | -13.4% |
| 3M | -15.6% | +5.1% | -20.7% | -16.2% |
| 6M | +24.6% | +8.8% | +15.8% | +21.7% |
| YTD | +39.6% | +14.8% | +24.8% | +34.4% |
| 1Y | +48.6% | +25.7% | +22.9% | +38.9% |
| 3Y | +197.3% | +27.5% | +169.7% | +184.8% |
| All | +197.3% | +25.8% | +171.5% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling