+40.2%
O vs JBL
+104.6%
-64.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.4% | +10.0% | -10.4% | -0.2% |
| 30D | +8.3% | -18.2% | +26.5% | +8.0% |
| 3M | -4.0% | -29.0% | +25.0% | -4.4% |
| 6M | -2.6% | -25.9% | +23.2% | -3.0% |
| YTD | +9.9% | +14.1% | -4.2% | +9.7% |
| 1Y | +9.8% | +21.7% | -11.8% | +9.7% |
| All | +40.2% | +104.6% | -64.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling