+34,313.4%
JBL vs STZ
+7,735.8%
+26,577.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +6.3% | +2.6% | +3.8% | +5.6% |
| 30D | -13.5% | +15.2% | -28.7% | -17.2% |
| 3M | -31.3% | +7.6% | -39.0% | -33.4% |
| 6M | -28.4% | +5.3% | -33.7% | -30.5% |
| YTD | +11.6% | +8.6% | +2.9% | +6.6% |
| 1Y | +26.1% | +15.6% | +10.6% | +18.2% |
| 3Y | +97.4% | -35.2% | +132.5% | +113.7% |
| 5Y | +301.0% | -29.1% | +330.1% | +321.5% |
| 10Y | +1,151.1% | +12.9% | +1,138.2% | +1,043.0% |
| All | +34,313.4% | +7,735.8% | +26,577.6% | +19,439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling