+87.8%
NUE vs JBL
+20.8%
+67.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.8% | -1.0% |
| 7D | -1.4% | -11.1% | +9.7% | +1.0% |
| 30D | +6.6% | -14.1% | +20.6% | +9.8% |
| 3M | -2.0% | -23.9% | +21.9% | +3.5% |
| 6M | +19.2% | -24.1% | +43.3% | +25.3% |
| YTD | +65.6% | +13.5% | +52.1% | +55.9% |
| 1Y | +87.8% | +23.7% | +64.1% | +73.4% |
| All | +87.8% | +20.8% | +67.0% | +73.4% |
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