+21.3%
NOK vs JBL
+20.8%
+0.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.8% | +2.2% | +0.7% |
| 7D | -10.4% | -11.1% | +0.7% | -2.8% |
| 30D | -19.0% | -14.1% | -4.9% | -10.0% |
| 3M | -16.7% | -23.9% | +7.2% | -0.4% |
| 6M | -37.1% | -24.1% | -13.0% | -22.8% |
| YTD | +27.7% | +13.5% | +14.2% | +38.2% |
| 1Y | +21.3% | +23.7% | -2.4% | +27.2% |
| All | +21.3% | +20.8% | +0.5% | +27.2% |
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 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