+1,924.6%
NOW vs JBL
+1,327.1%
+597.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -2.7% |
| 7D | -8.7% | -8.1% | -0.7% | -6.2% |
| 30D | -29.3% | -18.4% | -10.9% | -24.4% |
| 3M | -21.8% | -25.8% | +3.9% | -14.9% |
| 6M | +9.2% | -29.6% | +38.9% | +18.5% |
| YTD | -35.0% | +9.6% | -44.6% | -43.0% |
| 1Y | -42.5% | +14.1% | -56.6% | -50.6% |
| 3Y | -21.5% | +95.9% | -117.4% | -50.1% |
| 5Y | -25.8% | +298.3% | -324.1% | -66.5% |
| 10Y | +506.3% | +1,150.1% | -643.7% | +51.5% |
| All | +1,924.6% | +1,327.1% | +597.5% | +347.9% |
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 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