+196.2%
ON vs JBL
+879.8%
-683.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.7% |
| 7D | -2.2% | +4.4% | -6.6% | -4.3% |
| 30D | -12.4% | -8.4% | -4.0% | -8.6% |
| 3M | -41.2% | -14.2% | -27.0% | -36.2% |
| 6M | +25.0% | +29.6% | -4.6% | +11.0% |
| YTD | +31.3% | +37.1% | -5.8% | +12.4% |
| 1Y | +45.4% | +49.5% | -4.1% | +18.3% |
| 3Y | -27.4% | +192.7% | -220.1% | -59.0% |
| 5Y | +58.5% | +411.3% | -352.9% | -29.8% |
| 10Y | +561.8% | +1,447.6% | -885.8% | +83.9% |
| All | +196.2% | +879.8% | -683.6% | -44.4% |
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 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