-27.5%
ON vs JBL
+189.2%
-216.7%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -1.9% | +4.0% | -5.9% | -4.3% |
| 30D | -11.0% | -7.5% | -3.5% | -6.8% |
| 3M | -39.3% | -14.1% | -25.3% | -33.1% |
| 6M | +19.8% | +25.9% | -6.0% | +7.1% |
| YTD | +31.1% | +36.7% | -5.6% | +10.7% |
| 1Y | +46.0% | +49.0% | -3.0% | +15.8% |
| All | -27.5% | +189.2% | -216.7% | -61.1% |
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 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