+26.2%
MAR vs JBL
+52.3%
-26.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -4.2% | +3.0% | -7.2% | -4.4% |
| 30D | -6.7% | -8.3% | +1.6% | -6.1% |
| 3M | -12.5% | -16.9% | +4.4% | -11.1% |
| 6M | +0.6% | +21.8% | -21.2% | -3.2% |
| YTD | +9.1% | +36.3% | -27.2% | +4.3% |
| 1Y | +26.2% | +49.5% | -23.3% | +19.6% |
| All | +26.2% | +52.3% | -26.1% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling