+107.3%
META vs JBL
+173.1%
-65.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +6.7% | +3.0% | +3.7% | +5.9% |
| 30D | +4.8% | -8.3% | +13.0% | +6.9% |
| 3M | -1.6% | -16.9% | +15.3% | +2.6% |
| 6M | -7.5% | +21.8% | -29.2% | -14.5% |
| YTD | -6.4% | +36.3% | -42.7% | -16.7% |
| 1Y | -17.3% | +49.5% | -66.9% | -29.1% |
| All | +107.3% | +173.1% | -65.8% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling