-6.3%
JD vs JBL
+189.9%
-196.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.6% | -2.1% |
| 7D | -0.8% | +4.4% | -5.2% | -1.4% |
| 30D | -16.0% | -8.4% | -7.6% | -15.2% |
| 3M | -3.2% | -14.2% | +11.0% | -1.5% |
| 6M | +6.1% | +29.6% | -23.6% | -0.5% |
| YTD | -0.1% | +37.1% | -37.2% | -7.6% |
| 1Y | -12.7% | +49.5% | -62.2% | -21.2% |
| 3Y | -6.3% | +192.7% | -199.0% | -26.4% |
| All | -6.3% | +189.9% | -196.2% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling