-17.4%
JD vs JBL
+49.3%
-66.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | -3.0% | +4.0% | -7.0% | -3.2% |
| 30D | -19.3% | -7.5% | -11.8% | -19.2% |
| 3M | -6.0% | -14.1% | +8.0% | -5.3% |
| 6M | +1.8% | +25.9% | -24.1% | -2.6% |
| YTD | -2.6% | +36.7% | -39.2% | -7.7% |
| 1Y | -17.4% | +49.0% | -66.4% | -23.2% |
| All | -17.4% | +49.3% | -66.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling