+1,464.0%
NRG vs JBL
+1,305.2%
+158.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -2.4% |
| 7D | -0.2% | -1.0% | +0.9% | +0.2% |
| 30D | -6.8% | -15.1% | +8.3% | -2.1% |
| 3M | -7.1% | -14.0% | +6.9% | -3.6% |
| 6M | -27.6% | +20.6% | -48.2% | -32.6% |
| YTD | -29.2% | +32.9% | -62.1% | -36.1% |
| 1Y | -29.9% | +40.5% | -70.4% | -37.9% |
| 3Y | +198.7% | +183.7% | +14.9% | +109.7% |
| 5Y | +192.9% | +388.3% | -195.4% | +72.1% |
| 10Y | +1,084.1% | +1,464.9% | -380.8% | +378.8% |
| All | +1,464.0% | +1,305.2% | +158.8% | +380.8% |
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 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