+443.1%
JBL vs S
-56.8%
+499.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +3.0% | -7.7% | +10.7% | +4.3% |
| 30D | -8.3% | -5.3% | -2.9% | -7.7% |
| 3M | -16.9% | +20.3% | -37.2% | -19.8% |
| 6M | +21.8% | +47.4% | -25.6% | +12.7% |
| YTD | +36.3% | +32.5% | +3.8% | +27.9% |
| 1Y | +49.5% | +9.5% | +40.0% | +44.4% |
| 3Y | +170.6% | +15.5% | +155.1% | +152.0% |
| 5Y | +408.4% | -71.2% | +479.6% | +423.5% |
| All | +443.1% | -56.8% | +499.9% | +462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling