+243.5%
NEM vs JBL
+181.3%
+62.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -3.3% | -1.0% | -2.3% | -3.1% |
| 30D | +7.8% | -15.1% | +22.9% | +11.3% |
| 3M | +36.3% | -14.0% | +50.3% | +39.4% |
| 6M | +6.6% | +20.6% | -14.1% | +2.9% |
| YTD | +27.1% | +32.9% | -5.8% | +20.8% |
| 1Y | +62.3% | +40.5% | +21.8% | +52.8% |
| All | +243.5% | +181.3% | +62.2% | +198.3% |
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