-58.4%
JD vs JBL
+298.8%
-357.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | 0.0% |
| 7D | +5.2% | -8.1% | +13.3% | +7.3% |
| 30D | +4.5% | -18.4% | +22.9% | +9.9% |
| 3M | -15.4% | -25.8% | +10.4% | -9.6% |
| 6M | -6.0% | -29.6% | +23.6% | +0.8% |
| YTD | +2.2% | +9.6% | -7.5% | -7.7% |
| 1Y | -6.7% | +14.1% | -20.7% | -17.2% |
| 3Y | +20.5% | +95.9% | -75.4% | -21.7% |
| 5Y | -58.4% | +298.3% | -356.8% | -85.9% |
| All | -58.4% | +298.8% | -357.3% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling