+8.5%
NI vs JBL
+20.8%
-12.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +1.6% |
| 7D | +3.9% | -11.1% | +15.1% | +4.3% |
| 30D | +15.3% | -14.1% | +29.4% | +15.9% |
| 3M | +2.4% | -23.9% | +26.3% | +3.4% |
| 6M | -4.5% | -24.1% | +19.6% | -4.1% |
| YTD | +11.4% | +13.5% | -2.1% | +7.3% |
| 1Y | +8.5% | +23.7% | -15.2% | +3.9% |
| All | +8.5% | +20.8% | -12.3% | +3.9% |
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