+3,128.3%
SO vs JBL
+42,637.1%
-39,508.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.8% |
| 7D | -0.2% | +3.0% | -3.2% | -0.3% |
| 30D | -4.6% | -8.3% | +3.7% | -4.3% |
| 3M | -3.0% | -16.9% | +13.9% | -2.6% |
| 6M | -8.3% | +21.8% | -30.0% | -9.1% |
| YTD | +3.5% | +36.3% | -32.8% | +2.2% |
| 1Y | -0.9% | +49.5% | -50.4% | -2.6% |
| 3Y | +45.4% | +170.6% | -125.3% | +39.0% |
| 5Y | +59.6% | +408.4% | -348.8% | +48.7% |
| 10Y | +156.6% | +1,450.4% | -1,293.8% | +129.6% |
| All | +3,128.3% | +42,637.1% | -39,508.8% | +2,805.8% |
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