+97.2%
NI vs JBL
+409.3%
-312.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.1% | -0.4% |
| 7D | 0.0% | +2.4% | -2.4% | -0.1% |
| 30D | -1.4% | -13.1% | +11.7% | -0.4% |
| 3M | -10.6% | -15.6% | +5.0% | -9.6% |
| 6M | -9.3% | +24.6% | -33.9% | -11.7% |
| YTD | +1.1% | +39.6% | -38.5% | -2.7% |
| 1Y | +3.4% | +48.6% | -45.2% | -1.4% |
| 3Y | +67.9% | +197.3% | -129.4% | +46.2% |
| All | +97.2% | +409.3% | -312.2% | +50.4% |
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