+590.9%
JPM vs JBL
+1,558.3%
-967.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.3% | -1.0% |
| 7D | -0.7% | +2.4% | -3.1% | -1.6% |
| 30D | -2.5% | -13.1% | +10.7% | +2.1% |
| 3M | +14.1% | -15.6% | +29.7% | +19.8% |
| 6M | +25.1% | +24.6% | +0.5% | +12.2% |
| YTD | +12.1% | +39.6% | -27.5% | -4.4% |
| 1Y | +18.8% | +48.6% | -29.8% | -2.1% |
| 3Y | +163.4% | +197.3% | -33.8% | +52.8% |
| 5Y | +156.5% | +413.0% | -256.4% | +11.4% |
| All | +590.9% | +1,558.3% | -967.5% | +83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling