+335.7%
NSC vs JBL
+1,455.1%
-1,119.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -2.0% | +4.0% | -6.0% | -3.3% |
| 30D | -3.2% | -7.5% | +4.3% | -1.2% |
| 3M | +3.9% | -14.1% | +18.0% | +7.7% |
| 6M | +7.8% | +25.9% | -18.1% | -3.0% |
| YTD | +13.4% | +36.7% | -23.3% | -1.7% |
| 1Y | +20.3% | +49.0% | -28.7% | 0.0% |
| 3Y | +76.1% | +191.8% | -115.7% | +6.4% |
| 5Y | +45.0% | +409.8% | -364.8% | -33.4% |
| 10Y | +335.7% | +1,509.2% | -1,173.5% | +25.3% |
| All | +335.7% | +1,455.1% | -1,119.4% | +25.3% |
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 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