+60.7%
NEM vs JBL
+47.2%
+13.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.2% |
| 7D | -1.0% | +2.4% | -3.4% | -1.9% |
| 30D | +7.8% | -13.1% | +20.9% | +13.0% |
| 3M | +30.2% | -15.6% | +45.8% | +36.6% |
| 6M | +9.6% | +24.6% | -15.0% | -0.8% |
| YTD | +27.8% | +39.6% | -11.8% | +10.1% |
| 1Y | +60.7% | +48.6% | +12.1% | +33.0% |
| All | +60.7% | +47.2% | +13.5% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling