+20.8%
NSC vs JBL
+44.8%
-24.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -3.4% | -15.1% | +11.7% | -2.7% |
| 3M | +5.1% | -14.0% | +19.1% | +5.7% |
| 6M | +9.2% | +20.6% | -11.4% | +7.5% |
| YTD | +13.4% | +32.9% | -19.5% | +11.0% |
| 1Y | +20.8% | +40.5% | -19.7% | +17.5% |
| All | +20.8% | +44.8% | -24.0% | +17.5% |
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