+67.9%
NI vs JBL
+181.3%
-113.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.5% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | -1.4% | -15.1% | +13.7% | -0.8% |
| 3M | -10.6% | -14.0% | +3.5% | -10.2% |
| 6M | -9.9% | +20.6% | -30.5% | -11.2% |
| YTD | +1.2% | +32.9% | -31.7% | -0.8% |
| 1Y | +4.4% | +40.5% | -36.1% | +2.0% |
| All | +67.9% | +181.3% | -113.3% | +62.2% |
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