+1,527.5%
META vs JBL
+1,765.5%
-238.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | +6.7% | +3.0% | +3.7% | +5.6% |
| 30D | +4.8% | -8.3% | +13.0% | +7.6% |
| 3M | -1.6% | -16.9% | +15.3% | +3.6% |
| 6M | -7.5% | +21.8% | -29.2% | -16.1% |
| YTD | -6.4% | +36.3% | -42.7% | -19.2% |
| 1Y | -17.3% | +49.5% | -66.9% | -31.8% |
| 3Y | +109.9% | +170.6% | -60.7% | +32.0% |
| 5Y | +65.4% | +408.4% | -343.0% | -18.5% |
| 10Y | +391.8% | +1,450.4% | -1,058.6% | +64.1% |
| All | +1,527.5% | +1,765.5% | -238.0% | +403.5% |
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