+101.0%
JBL vs Z
-19.0%
+120.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.4% |
| 7D | +0.1% | -13.1% | +13.2% | +2.1% |
| 30D | -17.0% | +5.9% | -22.9% | -18.1% |
| 3M | -27.4% | -13.7% | -13.7% | -26.4% |
| 6M | -29.1% | -27.1% | -2.0% | -26.0% |
| YTD | +13.6% | -56.8% | +70.4% | +30.6% |
| 1Y | +22.8% | -60.2% | +83.0% | +43.4% |
| All | +101.0% | -19.0% | +120.0% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling