+193.5%
NRG vs JBL
+409.3%
-215.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 6M | -23.2% | +24.6% | -47.7% | -31.5% |
| YTD | -28.1% | +39.6% | -67.7% | -38.8% |
| 1Y | -27.3% | +48.6% | -75.9% | -39.9% |
| 3Y | +208.7% | +197.3% | +11.4% | +96.0% |
| All | +193.5% | +409.3% | -215.9% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling