+2,594.3%
NI vs JBL
+42,747.1%
-40,152.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.3% | +4.0% | -2.7% | +1.0% |
| 30D | -0.3% | -7.5% | +7.2% | +0.3% |
| 3M | -9.5% | -14.1% | +4.6% | -8.6% |
| 6M | -10.2% | +25.9% | -36.1% | -12.3% |
| YTD | +1.8% | +36.7% | -34.9% | -1.3% |
| 1Y | +5.7% | +49.0% | -43.3% | +1.6% |
| 3Y | +69.6% | +191.8% | -122.2% | +52.7% |
| 5Y | +95.8% | +409.8% | -314.0% | +67.6% |
| 10Y | +145.1% | +1,509.2% | -1,364.1% | +90.2% |
| All | +2,594.3% | +42,747.1% | -40,152.8% | +1,907.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling