+1,555.2%
JBL vs QSR
+203.9%
+1,351.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -1.0% | -4.7% | +3.7% | +1.2% |
| 30D | -15.1% | +4.3% | -19.4% | -16.9% |
| 3M | -14.0% | +5.4% | -19.5% | -17.0% |
| 6M | +20.6% | +8.2% | +12.5% | +13.9% |
| YTD | +32.9% | +14.1% | +18.8% | +21.7% |
| 1Y | +40.5% | +28.1% | +12.4% | +20.6% |
| 3Y | +183.7% | +25.3% | +158.5% | +140.0% |
| 5Y | +388.3% | +40.4% | +347.9% | +284.8% |
| 10Y | +1,464.9% | +132.4% | +1,332.5% | +833.8% |
| All | +1,555.2% | +203.9% | +1,351.4% | +793.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling