+9.7%
O vs JBL
+20.0%
-10.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.8% |
| 7D | -0.4% | +6.3% | -6.7% | -0.1% |
| 30D | +7.1% | -13.5% | +20.6% | +6.6% |
| 3M | -5.2% | -31.3% | +26.1% | -6.3% |
| 6M | -1.8% | -28.4% | +26.7% | -2.5% |
| YTD | +9.1% | +11.6% | -2.5% | +7.8% |
| 1Y | +9.7% | +26.1% | -16.4% | +8.4% |
| All | +9.7% | +20.0% | -10.3% | +8.4% |
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