+27.0%
NFLX vs JBL
+390.6%
-363.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.7% |
| 7D | -8.1% | -1.0% | -7.0% | -7.9% |
| 30D | +1.6% | -15.1% | +16.7% | +5.5% |
| 3M | -7.3% | -14.0% | +6.7% | -5.2% |
| 6M | -21.6% | +20.6% | -42.2% | -29.1% |
| YTD | -18.9% | +32.9% | -51.8% | -29.8% |
| 1Y | -39.1% | +40.5% | -79.6% | -48.9% |
| 3Y | +71.7% | +183.7% | -112.1% | -2.9% |
| 5Y | +27.0% | +388.3% | -361.4% | -52.6% |
| All | +27.0% | +390.6% | -363.6% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling