+1,288.2%
JBL vs Z
+7.8%
+1,280.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.0% |
| 7D | +6.3% | +0.8% | +5.5% | +6.1% |
| 30D | -13.5% | +5.2% | -18.7% | -15.2% |
| 3M | -31.3% | -17.0% | -14.3% | -29.4% |
| 6M | -28.4% | -22.7% | -5.8% | -25.9% |
| YTD | +11.6% | -56.3% | +67.9% | +30.8% |
| 1Y | +26.1% | -57.7% | +83.8% | +48.7% |
| 3Y | +97.4% | -16.5% | +113.9% | +88.5% |
| 5Y | +301.0% | -53.4% | +354.4% | +317.1% |
| 10Y | +1,151.1% | -15.9% | +1,167.0% | +840.9% |
| All | +1,288.2% | +7.8% | +1,280.5% | +866.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling