+95.0%
RF vs JBL
+181.2%
-86.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +1.3% | +3.0% | -1.7% | +0.6% |
| 30D | -3.6% | -8.3% | +4.7% | -2.0% |
| 3M | +8.1% | -16.9% | +25.0% | +11.9% |
| 6M | +11.5% | +21.8% | -10.3% | +3.6% |
| YTD | +15.6% | +36.3% | -20.7% | +3.9% |
| 1Y | +15.7% | +49.5% | -33.8% | +0.6% |
| All | +95.0% | +181.2% | -86.2% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling