+1,319.4%
JBL vs Z
+4.2%
+1,315.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | +10.0% | -4.9% | +14.9% | +11.2% |
| 30D | -18.2% | +3.0% | -21.2% | -19.5% |
| 3M | -29.0% | -13.4% | -15.6% | -27.8% |
| 6M | -25.9% | -27.3% | +1.5% | -22.2% |
| YTD | +14.1% | -57.8% | +71.9% | +34.8% |
| 1Y | +21.7% | -60.0% | +81.7% | +45.4% |
| 3Y | +103.8% | -21.5% | +125.4% | +97.6% |
| 5Y | +310.0% | -55.0% | +365.0% | +329.9% |
| 10Y | +1,179.2% | -18.8% | +1,197.9% | +869.6% |
| All | +1,319.4% | +4.2% | +1,315.3% | +896.3% |
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