+28.7%
O vs JBL
+189.2%
-160.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.3% | +4.0% | -6.3% | -2.2% |
| 30D | -2.4% | -7.5% | +5.0% | -2.5% |
| 3M | -0.6% | -14.1% | +13.5% | -0.6% |
| 6M | -5.0% | +25.9% | -30.9% | -5.3% |
| YTD | +10.4% | +36.7% | -26.3% | +9.9% |
| 1Y | +6.6% | +49.0% | -42.4% | +6.0% |
| All | +28.7% | +189.2% | -160.5% | +23.4% |
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 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