+1,595.8%
JBL vs Z
+25.1%
+1,570.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | +3.0% | -3.0% | +6.0% | +3.7% |
| 30D | -8.3% | -4.2% | -4.1% | -7.8% |
| 3M | -16.9% | -3.7% | -13.2% | -17.2% |
| 6M | +21.8% | -24.5% | +46.3% | +28.0% |
| YTD | +36.3% | -49.3% | +85.6% | +56.3% |
| 1Y | +49.5% | -58.7% | +108.2% | +78.8% |
| 3Y | +170.6% | -34.1% | +204.8% | +177.5% |
| 5Y | +408.4% | -64.5% | +472.9% | +463.4% |
| 10Y | +1,450.4% | -0.5% | +1,450.9% | +1,034.0% |
| All | +1,595.8% | +25.1% | +1,570.7% | +1,055.1% |
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