+191.0%
JBL vs Z
-37.2%
+228.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +4.0% | -7.1% | +11.1% | +5.2% |
| 30D | -7.5% | -4.8% | -2.7% | -7.1% |
| 3M | -14.1% | -9.3% | -4.7% | -13.3% |
| 6M | +25.9% | -29.0% | +54.9% | +33.2% |
| YTD | +36.7% | -52.9% | +89.5% | +56.2% |
| 1Y | +49.0% | -63.1% | +112.1% | +78.8% |
| All | +191.0% | -37.2% | +228.2% | +231.4% |
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