-35.5%
OPEN vs JBL
+20.7%
-56.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -4.3% | +3.0% | -7.3% | -5.3% |
| 30D | -16.2% | -8.3% | -8.0% | -13.8% |
| 3M | -36.4% | -16.9% | -19.5% | -33.0% |
| 6M | -35.5% | +21.8% | -57.2% | -48.6% |
| All | -35.5% | +20.7% | -56.1% | -48.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling