+54.3%
JD vs JBL
+1,812.7%
-1,758.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.3% |
| 7D | -1.7% | +3.0% | -4.7% | -2.7% |
| 30D | -13.2% | -8.3% | -4.9% | -11.1% |
| 3M | -3.2% | -16.9% | +13.7% | +1.6% |
| 6M | +15.2% | +21.8% | -6.5% | +3.0% |
| YTD | +2.0% | +36.3% | -34.3% | -13.4% |
| 1Y | -5.4% | +49.5% | -54.9% | -23.5% |
| 3Y | -9.1% | +170.6% | -179.7% | -47.0% |
| 5Y | -59.6% | +408.4% | -468.0% | -82.7% |
| 10Y | +26.2% | +1,450.4% | -1,424.1% | -69.1% |
| All | +54.3% | +1,812.7% | -1,758.4% | -68.3% |
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