-31.7%
NKE vs JBL
+20.8%
-52.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.8% | +10.1% | +4.8% |
| 7D | +9.0% | -11.1% | +20.1% | +8.0% |
| 30D | +19.2% | -14.1% | +33.3% | +18.1% |
| 3M | -1.5% | -23.9% | +22.5% | -3.2% |
| 6M | -4.2% | -24.1% | +19.9% | -6.0% |
| YTD | -34.8% | +13.5% | -48.2% | -33.8% |
| 1Y | -31.7% | +23.7% | -55.4% | -29.7% |
| All | -31.7% | +20.8% | -52.5% | -29.7% |
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