+191.0%
JBL vs STZ
-49.9%
+240.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +4.0% | -6.0% | +10.0% | +4.3% |
| 30D | -7.5% | -8.9% | +1.4% | -7.2% |
| 3M | -14.1% | -12.6% | -1.5% | -13.6% |
| 6M | +25.9% | -17.2% | +43.1% | +27.1% |
| YTD | +36.7% | -10.0% | +46.7% | +36.0% |
| 1Y | +49.0% | -14.3% | +63.3% | +49.2% |
| All | +191.0% | -49.9% | +240.9% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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