+115.1%
NOK vs JBL
+409.3%
-294.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.0% | -0.2% | +2.9% |
| 7D | +11.0% | +2.4% | +8.5% | +10.0% |
| 30D | +7.8% | -13.1% | +21.0% | +13.6% |
| 3M | -21.0% | -15.6% | -5.4% | -15.8% |
| 6M | +40.9% | +24.6% | +16.3% | +33.6% |
| YTD | +72.0% | +39.6% | +32.4% | +57.2% |
| 1Y | +140.9% | +48.6% | +92.3% | +115.1% |
| 3Y | +194.3% | +197.3% | -3.0% | +94.6% |
| All | +115.1% | +409.3% | -294.2% | +1.9% |
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