+1,065.2%
NRG vs JBL
+1,558.3%
-493.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | -0.4% |
| 7D | -4.7% | +2.4% | -7.1% | -5.6% |
| 30D | -6.0% | -13.1% | +7.1% | -0.8% |
| 3M | -8.0% | -15.6% | +7.6% | -2.8% |
| 6M | -23.2% | +24.6% | -47.7% | -31.2% |
| YTD | -28.1% | +39.6% | -67.7% | -38.5% |
| 1Y | -27.3% | +48.6% | -75.9% | -39.6% |
| 3Y | +208.7% | +197.3% | +11.4% | +91.2% |
| 5Y | +197.7% | +413.0% | -215.3% | +45.1% |
| All | +1,065.2% | +1,558.3% | -493.2% | +259.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling