+575.6%
NUE vs JBL
+1,558.3%
-982.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.5% | -0.7% |
| 7D | -0.6% | +2.4% | -3.0% | -1.7% |
| 30D | -4.6% | -13.1% | +8.6% | +1.3% |
| 3M | -0.3% | -15.6% | +15.3% | +5.8% |
| 6M | +51.9% | +24.6% | +27.3% | +33.3% |
| YTD | +60.0% | +39.6% | +20.4% | +32.1% |
| 1Y | +82.9% | +48.6% | +34.3% | +44.7% |
| 3Y | +66.0% | +197.3% | -131.3% | -14.4% |
| 5Y | +149.0% | +413.0% | -264.0% | -6.7% |
| All | +575.6% | +1,558.3% | -982.7% | +51.0% |
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