+48.6%
JBL vs Z
-62.2%
+110.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.0% | +1.0% | +5.0% |
| 7D | +2.4% | -6.0% | +8.5% | +2.3% |
| 30D | -13.1% | -2.3% | -10.8% | -13.2% |
| 3M | -15.6% | -0.6% | -15.0% | -15.5% |
| 6M | +24.6% | -27.6% | +52.2% | +29.0% |
| YTD | +39.6% | -52.4% | +92.0% | +43.6% |
| 1Y | +48.6% | -63.6% | +112.2% | +42.0% |
| All | +48.6% | -62.2% | +110.8% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling