-49.7%
NRG vs JBL
+20.8%
-70.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.8% | -8.7% | -11.5% |
| 7D | -13.7% | -11.1% | -2.6% | -9.4% |
| 30D | -13.6% | -14.1% | +0.5% | -8.1% |
| 3M | -28.5% | -23.9% | -4.6% | -20.9% |
| 6M | -45.8% | -24.1% | -21.7% | -41.0% |
| YTD | -46.9% | +13.5% | -60.4% | -54.3% |
| 1Y | -49.7% | +23.7% | -73.4% | -57.9% |
| All | -49.7% | +20.8% | -70.5% | -57.9% |
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 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