+4,669.8%
NUE vs JBL
+42,747.1%
-38,077.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.3% | +4.0% | -6.3% | -3.1% |
| 30D | -6.1% | -7.5% | +1.4% | -4.7% |
| 3M | +1.7% | -14.1% | +15.7% | +4.2% |
| 6M | +53.1% | +25.9% | +27.2% | +44.7% |
| YTD | +59.0% | +36.7% | +22.4% | +47.5% |
| 1Y | +85.3% | +49.0% | +36.3% | +68.2% |
| 3Y | +63.2% | +191.8% | -128.5% | +26.6% |
| 5Y | +146.8% | +409.8% | -263.0% | +71.6% |
| 10Y | +584.3% | +1,509.2% | -924.9% | +283.9% |
| All | +4,669.8% | +42,747.1% | -38,077.3% | +2,082.8% |
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