+68.1%
NTAP vs JBL
+20.8%
+47.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | 0.0% |
| 7D | -16.1% | -11.1% | -5.0% | -12.7% |
| 30D | -15.9% | -14.1% | -1.9% | -11.7% |
| 3M | -1.2% | -23.9% | +22.7% | +6.5% |
| 6M | +70.1% | -24.1% | +94.2% | +82.1% |
| YTD | +77.9% | +13.5% | +64.5% | +66.4% |
| 1Y | +68.1% | +23.7% | +44.4% | +50.3% |
| All | +68.1% | +20.8% | +47.3% | +50.3% |
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 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