+19.8%
NSC vs JBL
+52.3%
-32.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -5.5% | +3.0% | -8.5% | -5.6% |
| 30D | -3.2% | -8.3% | +5.1% | -2.9% |
| 3M | +7.7% | -16.9% | +24.6% | +8.5% |
| 6M | +4.5% | +21.8% | -17.2% | +2.9% |
| YTD | +15.6% | +36.3% | -20.7% | +13.0% |
| 1Y | +19.8% | +49.5% | -29.7% | +15.9% |
| All | +19.8% | +52.3% | -32.5% | +15.9% |
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