+7,092.7%
JPM vs JBL
+42,879.2%
-35,786.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.4% | +4.4% | -4.8% | -1.4% |
| 30D | -1.1% | -8.4% | +7.3% | +0.7% |
| 3M | +14.1% | -14.2% | +28.3% | +17.3% |
| 6M | +23.3% | +29.6% | -6.3% | +14.5% |
| YTD | +11.3% | +37.1% | -25.8% | +1.6% |
| 1Y | +23.0% | +49.5% | -26.5% | +9.5% |
| 3Y | +162.6% | +192.7% | -30.1% | +93.7% |
| 5Y | +152.8% | +411.3% | -258.6% | +62.0% |
| 10Y | +583.6% | +1,447.6% | -864.0% | +235.4% |
| All | +7,092.7% | +42,879.2% | -35,786.5% | +2,390.6% |
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