+1,700.7%
NOK vs JBL
+51,316.6%
-49,615.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +9.3% | +4.0% | +5.3% | +8.0% |
| 30D | +17.9% | -7.5% | +25.3% | +20.7% |
| 3M | -22.3% | -14.1% | -8.3% | -18.2% |
| 6M | +36.4% | +25.9% | +10.5% | +28.1% |
| YTD | +66.3% | +36.7% | +29.6% | +51.8% |
| 1Y | +134.4% | +49.0% | +85.4% | +107.6% |
| 3Y | +186.6% | +191.8% | -5.2% | +97.1% |
| 5Y | +102.7% | +409.8% | -307.1% | +16.5% |
| 10Y | +129.8% | +1,509.2% | -1,379.4% | -11.3% |
| All | +1,700.7% | +51,316.6% | -49,615.9% | +324.0% |
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