+52.1%
JD vs JBL
+1,494.4%
-1,442.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.3% | -2.9% |
| 7D | +0.4% | +0.1% | +0.3% | 0.0% |
| 30D | +4.2% | -17.0% | +21.3% | +10.2% |
| 3M | -12.8% | -27.4% | +14.6% | -4.3% |
| 6M | -8.8% | -29.1% | +20.3% | -0.8% |
| YTD | +0.5% | +13.6% | -13.1% | -10.5% |
| 1Y | -8.8% | +22.8% | -31.5% | -21.5% |
| 3Y | +18.6% | +103.0% | -84.4% | -23.0% |
| 5Y | -62.2% | +307.4% | -369.6% | -82.8% |
| 10Y | +32.2% | +1,173.9% | -1,141.7% | -65.6% |
| All | +52.1% | +1,494.4% | -1,442.4% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling