+629.3%
ON vs JBL
+1,558.3%
-929.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.0% | +3.5% | +4.4% |
| 7D | +2.4% | +2.4% | -0.1% | +0.5% |
| 30D | -8.6% | -13.1% | +4.5% | +2.1% |
| 3M | -34.3% | -15.6% | -18.8% | -24.7% |
| 6M | +28.5% | +24.6% | +4.0% | +8.4% |
| YTD | +40.6% | +39.6% | +1.0% | +6.4% |
| 1Y | +55.3% | +48.6% | +6.7% | +9.7% |
| 3Y | -22.2% | +197.3% | -219.4% | -72.4% |
| 5Y | +62.4% | +413.0% | -350.6% | -64.4% |
| All | +629.3% | +1,558.3% | -929.0% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling