+49.5%
JBL vs S
+10.1%
+39.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +3.0% | -7.7% | +10.7% | +3.2% |
| 30D | -8.3% | -5.3% | -2.9% | -8.0% |
| 3M | -16.9% | +20.3% | -37.2% | -16.5% |
| 6M | +21.8% | +47.4% | -25.6% | +21.0% |
| YTD | +36.3% | +32.5% | +3.8% | +36.4% |
| 1Y | +49.5% | +9.5% | +40.0% | +54.6% |
| All | +49.5% | +10.1% | +39.4% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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