+50.9%
O vs JBL
+1,478.7%
-1,427.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | -3.5% | -1.0% | -2.5% | -3.3% |
| 30D | -3.3% | -15.1% | +11.7% | -0.3% |
| 3M | -2.8% | -14.0% | +11.2% | -0.8% |
| 6M | -5.8% | +20.6% | -26.4% | -11.5% |
| YTD | +9.4% | +32.9% | -23.5% | -0.1% |
| 1Y | +5.7% | +40.5% | -34.9% | -5.4% |
| 3Y | +27.2% | +183.7% | -156.5% | -11.4% |
| 5Y | +17.2% | +388.3% | -371.2% | -34.6% |
| All | +50.9% | +1,478.7% | -1,427.8% | -47.4% |
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 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