+35,086.2%
JBL vs STZ
+7,681.4%
+27,404.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | -18.2% | +14.7% | -32.9% | -21.7% |
| 3M | -29.0% | +8.8% | -37.8% | -31.3% |
| 6M | -25.9% | +3.1% | -28.9% | -27.5% |
| YTD | +14.1% | +7.9% | +6.2% | +9.2% |
| 1Y | +21.7% | +14.2% | +7.5% | +14.4% |
| 3Y | +103.8% | -35.2% | +139.0% | +120.8% |
| 5Y | +310.0% | -29.6% | +339.6% | +331.8% |
| 10Y | +1,179.2% | +12.2% | +1,167.0% | +1,070.9% |
| All | +35,086.2% | +7,681.4% | +27,404.8% | +19,917.1% |
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