+489.1%
RF vs JBL
+32,800.8%
-32,311.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.6% |
| 7D | -0.9% | -12.3% | +11.4% | +1.8% |
| 30D | +6.0% | -20.2% | +26.2% | +10.9% |
| 3M | -8.9% | -30.6% | +21.7% | -2.3% |
| 6M | +2.3% | -35.8% | +38.1% | +10.7% |
| YTD | +7.6% | +4.9% | +2.6% | +3.8% |
| 1Y | +21.2% | +11.3% | +9.9% | +15.3% |
| 3Y | +108.5% | +89.1% | +19.4% | +72.9% |
| 5Y | +43.2% | +272.1% | -228.8% | +1.8% |
| 10Y | +288.1% | +1,150.2% | -862.1% | +117.8% |
| All | +489.1% | +32,800.8% | -32,311.7% | +171.0% |
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 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