+2,941.1%
SHOP vs JBL
+1,478.7%
+1,462.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +1.2% |
| 7D | -13.2% | -1.0% | -12.2% | -12.8% |
| 30D | -17.0% | -15.1% | -2.0% | -10.5% |
| 3M | +17.0% | -14.0% | +31.1% | +22.9% |
| 6M | -2.1% | +20.6% | -22.8% | -16.4% |
| YTD | -21.4% | +32.9% | -54.2% | -37.0% |
| 1Y | -11.0% | +40.5% | -51.5% | -31.5% |
| 3Y | +100.9% | +183.7% | -82.8% | -0.7% |
| 5Y | -14.7% | +388.3% | -403.0% | -68.7% |
| All | +2,941.1% | +1,478.7% | +1,462.4% | +551.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling