+303.6%
JBL vs S
-71.1%
+374.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +6.3% | +2.0% | +4.4% | +6.0% |
| 30D | -13.5% | -2.7% | -10.8% | -13.2% |
| 3M | -31.3% | -6.9% | -24.5% | -31.0% |
| 6M | -28.4% | +38.1% | -66.5% | -33.2% |
| YTD | +11.6% | +48.0% | -36.4% | +1.8% |
| 1Y | +26.1% | +34.5% | -8.3% | +16.8% |
| 3Y | +97.4% | +38.3% | +59.0% | +76.1% |
| All | +303.6% | -71.1% | +374.8% | +354.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling