+116.8%
NDAQ vs JBL
+100.1%
+16.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | +1.3% | +6.3% | -5.1% | +0.8% |
| 30D | +18.0% | -13.5% | +31.4% | +19.0% |
| 3M | +11.5% | -31.3% | +42.9% | +14.4% |
| 6M | +21.1% | -28.4% | +49.5% | +23.4% |
| YTD | +12.8% | +11.6% | +1.2% | +7.9% |
| 1Y | +25.7% | +26.1% | -0.4% | +18.0% |
| 3Y | +116.8% | +97.4% | +19.5% | +86.0% |
| All | +116.8% | +100.1% | +16.7% | +86.0% |
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