+1,381.0%
NET vs JBL
+735.7%
+645.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.3% | -0.4% |
| 7D | -16.4% | -11.1% | -5.2% | -11.6% |
| 30D | -25.8% | -14.1% | -11.8% | -20.5% |
| 3M | -11.5% | -23.9% | +12.4% | -0.9% |
| 6M | +18.9% | -24.1% | +43.0% | +30.3% |
| YTD | +35.2% | +13.5% | +21.7% | +19.9% |
| 1Y | +14.5% | +23.7% | -9.3% | -3.1% |
| 3Y | +313.8% | +102.5% | +211.3% | +161.6% |
| 5Y | +32.6% | +310.7% | -278.1% | -41.0% |
| All | +1,381.0% | +735.7% | +645.3% | +472.1% |
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