+15.7%
RF vs JBL
+48.2%
-32.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +2.7% | +4.4% | -1.7% | +2.1% |
| 30D | -3.4% | -8.4% | +5.1% | -2.5% |
| 3M | +6.4% | -14.2% | +20.5% | +8.1% |
| 6M | +13.4% | +29.6% | -16.2% | +6.5% |
| YTD | +14.2% | +37.1% | -22.8% | +7.0% |
| 1Y | +15.7% | +49.5% | -33.8% | +6.5% |
| All | +15.7% | +48.2% | -32.5% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling