+187.5%
JBL vs RACE
+40.8%
+146.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.0% |
| 7D | +3.0% | -2.5% | +5.5% | +3.7% |
| 30D | -8.3% | +0.8% | -9.0% | -8.5% |
| 3M | -16.9% | +17.2% | -34.1% | -20.8% |
| 6M | +21.8% | +13.6% | +8.2% | +16.6% |
| YTD | +36.3% | +12.2% | +24.1% | +30.5% |
| 1Y | +49.5% | -16.3% | +65.8% | +56.8% |
| All | +187.5% | +40.8% | +146.7% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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