+239.8%
RF vs JBL
+1,127.6%
-887.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | +0.3% | -8.1% | +8.4% | +3.8% |
| 30D | +6.2% | -18.4% | +24.6% | +15.1% |
| 3M | -7.8% | -25.8% | +17.9% | +2.9% |
| 6M | +5.9% | -29.6% | +35.6% | +18.9% |
| YTD | +9.0% | +9.6% | -0.6% | -3.6% |
| 1Y | +19.3% | +14.1% | +5.2% | +3.0% |
| 3Y | +116.4% | +95.9% | +20.5% | +29.9% |
| 5Y | +46.0% | +298.3% | -252.3% | -45.5% |
| 10Y | +239.8% | +1,150.1% | -910.3% | -29.7% |
| All | +239.8% | +1,127.6% | -887.8% | -29.7% |
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