+23.7%
JBL vs S
+36.5%
-12.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.6% | -6.5% | -4.8% |
| 7D | -11.1% | -8.2% | -2.9% | -11.1% |
| 30D | -14.1% | -7.6% | -6.5% | -14.2% |
| 3M | -23.9% | +12.0% | -35.9% | -23.2% |
| 6M | -24.1% | +50.6% | -74.7% | -22.5% |
| YTD | +13.5% | +56.6% | -43.1% | +15.5% |
| 1Y | +23.7% | +39.2% | -15.5% | +27.6% |
| All | +23.7% | +36.5% | -12.8% | +27.6% |
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