+5,387.7%
O vs JBL
+60,952.9%
-55,565.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -0.7% | +3.0% | -3.8% | -1.1% |
| 30D | -1.9% | -8.3% | +6.4% | -1.0% |
| 3M | +3.8% | -16.9% | +20.7% | +5.6% |
| 6M | -4.7% | +21.8% | -26.5% | -8.1% |
| YTD | +12.5% | +36.3% | -23.8% | +6.7% |
| 1Y | +10.8% | +49.5% | -38.7% | +3.5% |
| 3Y | +28.8% | +170.6% | -141.9% | +8.6% |
| 5Y | +13.2% | +408.4% | -395.2% | -13.2% |
| 10Y | +53.5% | +1,450.4% | -1,396.9% | +0.6% |
| All | +5,387.7% | +60,952.9% | -55,565.2% | +2,544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling