+45.2%
NU vs JBL
+404.9%
-359.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -2.6% | +4.0% | -6.6% | -4.2% |
| 30D | +8.2% | -7.5% | +15.7% | +11.1% |
| 3M | +26.3% | -14.1% | +40.3% | +32.3% |
| 6M | +2.2% | +25.9% | -23.6% | -11.5% |
| YTD | -10.4% | +36.7% | -47.1% | -25.9% |
| 1Y | -3.0% | +49.0% | -52.0% | -23.9% |
| 3Y | +120.3% | +191.8% | -71.5% | +1.2% |
| All | +45.2% | +404.9% | -359.7% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling