+2.3%
RF vs JBL
-32.6%
+34.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.4% |
| 7D | -0.9% | -12.3% | +11.4% | -0.6% |
| 30D | +6.0% | -20.2% | +26.2% | +6.7% |
| 3M | -8.9% | -30.6% | +21.7% | -7.9% |
| 6M | +2.3% | -35.8% | +38.1% | +4.2% |
| All | +2.3% | -32.6% | +34.9% | +4.2% |
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