+96.8%
META vs JBL
+100.1%
-3.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.5% |
| 7D | +5.2% | +6.3% | -1.2% | +3.4% |
| 30D | -13.0% | -13.5% | +0.5% | -9.9% |
| 3M | +7.9% | -31.3% | +39.3% | +18.2% |
| 6M | +4.2% | -28.4% | +32.7% | +12.1% |
| YTD | -2.5% | +11.6% | -14.1% | -9.5% |
| 1Y | +5.6% | +26.1% | -20.6% | -6.0% |
| 3Y | +96.8% | +97.4% | -0.6% | +48.6% |
| All | +96.8% | +100.1% | -3.3% | +48.6% |
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 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