-37.8%
NFLX vs JBL
+52.3%
-90.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.9% | -5.2% |
| 7D | -4.2% | +3.0% | -7.3% | -3.9% |
| 30D | +5.5% | -8.3% | +13.7% | +4.6% |
| 3M | -4.1% | -16.9% | +12.8% | -5.6% |
| 6M | -20.7% | +21.8% | -42.4% | -21.6% |
| YTD | -16.5% | +36.3% | -52.8% | -17.2% |
| 1Y | -37.8% | +49.5% | -87.3% | -38.5% |
| All | -37.8% | +52.3% | -90.1% | -38.5% |
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