+42,952.9%
JBL vs STZ
+6,437.4%
+36,515.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.4% |
| 7D | +2.4% | -4.5% | +6.9% | +3.6% |
| 30D | -13.1% | -8.6% | -4.5% | -11.2% |
| 3M | -15.6% | -13.8% | -1.8% | -12.6% |
| 6M | +24.6% | -17.2% | +41.7% | +29.9% |
| YTD | +39.6% | -9.4% | +49.0% | +41.1% |
| 1Y | +48.6% | -11.9% | +60.5% | +50.9% |
| 3Y | +197.3% | -49.6% | +246.9% | +247.7% |
| 5Y | +413.0% | -37.2% | +450.1% | +461.0% |
| 10Y | +1,543.9% | -11.3% | +1,555.2% | +1,512.4% |
| All | +42,952.9% | +6,437.4% | +36,515.6% | +25,775.5% |
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