+96.4%
SHOP vs JBL
+189.2%
-92.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.1% | -5.3% |
| 7D | -10.6% | +4.0% | -14.6% | -11.9% |
| 30D | -18.3% | -7.5% | -10.8% | -16.3% |
| 3M | +14.8% | -14.1% | +28.9% | +19.5% |
| 6M | -5.0% | +25.9% | -30.9% | -18.7% |
| YTD | -21.2% | +36.7% | -57.9% | -35.8% |
| 1Y | -11.6% | +49.0% | -60.6% | -31.6% |
| All | +96.4% | +189.2% | -92.8% | +10.9% |
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