+91.1%
NDAQ vs JBL
+189.2%
-98.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -1.6% | +4.0% | -5.6% | -1.9% |
| 30D | -1.5% | -7.5% | +6.0% | -0.9% |
| 3M | +8.0% | -14.1% | +22.1% | +9.2% |
| 6M | +7.7% | +25.9% | -18.2% | +3.3% |
| YTD | -2.3% | +36.7% | -39.0% | -7.6% |
| 1Y | +0.6% | +49.0% | -48.4% | -6.3% |
| All | +91.1% | +189.2% | -98.1% | +58.7% |
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