+15.3%
O vs JBL
+410.1%
-394.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.3% | +4.0% | -6.3% | -2.5% |
| 30D | -2.4% | -7.5% | +5.0% | -2.1% |
| 3M | -0.6% | -14.1% | +13.5% | +0.1% |
| 6M | -5.0% | +25.9% | -30.9% | -7.1% |
| YTD | +10.4% | +36.7% | -26.3% | +7.1% |
| 1Y | +6.6% | +49.0% | -42.4% | +2.4% |
| 3Y | +28.4% | +191.8% | -163.4% | +11.4% |
| 5Y | +15.3% | +409.8% | -394.5% | -12.1% |
| All | +15.3% | +410.1% | -394.8% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling