+1,564.8%
QQQ vs JBL
+2,171.0%
-606.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.0% | +4.0% | -3.0% | -0.3% |
| 30D | -0.6% | -7.5% | +6.9% | +1.6% |
| 3M | +1.3% | -14.1% | +15.4% | +5.8% |
| 6M | +18.1% | +25.9% | -7.7% | +7.8% |
| YTD | +16.9% | +36.7% | -19.8% | +3.2% |
| 1Y | +24.0% | +49.0% | -25.0% | +5.6% |
| 3Y | +95.6% | +191.8% | -96.2% | +27.4% |
| 5Y | +94.5% | +409.8% | -315.3% | +4.1% |
| 10Y | +571.7% | +1,509.2% | -937.5% | +132.0% |
| All | +1,564.8% | +2,171.0% | -606.3% | +211.3% |
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