+284.9%
NSC vs JBL
+1,148.2%
-863.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.9% |
| 7D | +2.5% | +6.3% | -3.9% | +0.5% |
| 30D | +1.7% | -13.5% | +15.2% | +5.9% |
| 3M | -2.6% | -31.3% | +28.8% | +8.2% |
| 6M | +6.4% | -28.4% | +34.9% | +15.1% |
| YTD | +15.5% | +11.6% | +3.9% | +5.4% |
| 1Y | +17.6% | +26.1% | -8.5% | +2.5% |
| 3Y | +75.0% | +97.4% | -22.4% | +21.3% |
| 5Y | +32.2% | +301.0% | -268.8% | -35.0% |
| All | +284.9% | +1,148.2% | -863.4% | +20.0% |
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