+533.0%
RF vs JBL
+42,637.0%
-42,104.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +1.3% | +3.0% | -1.7% | +0.7% |
| 30D | -3.6% | -8.3% | +4.7% | -2.0% |
| 3M | +8.1% | -16.9% | +25.0% | +11.6% |
| 6M | +11.5% | +21.8% | -10.3% | +5.2% |
| YTD | +15.6% | +36.3% | -20.7% | +6.2% |
| 1Y | +15.7% | +49.5% | -33.8% | +3.6% |
| 3Y | +86.9% | +170.6% | -83.7% | +43.8% |
| 5Y | +89.8% | +408.4% | -318.6% | +26.9% |
| 10Y | +344.7% | +1,450.4% | -1,105.7% | +139.3% |
| All | +533.0% | +42,637.0% | -42,104.0% | +177.1% |
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