+2,771.1%
NOW vs JBL
+1,674.2%
+1,097.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.5% |
| 7D | -2.4% | +3.0% | -5.4% | -3.4% |
| 30D | +20.5% | -8.3% | +28.8% | +23.4% |
| 3M | +18.3% | -16.9% | +35.2% | +23.7% |
| 6M | +24.1% | +21.8% | +2.3% | +8.6% |
| YTD | -7.8% | +36.3% | -44.1% | -24.1% |
| 1Y | -21.4% | +49.5% | -70.9% | -38.6% |
| 3Y | +19.5% | +170.6% | -151.1% | -32.7% |
| 5Y | +4.1% | +408.4% | -404.3% | -56.5% |
| 10Y | +826.4% | +1,450.4% | -624.0% | +117.2% |
| All | +2,771.1% | +1,674.2% | +1,097.0% | +496.3% |
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