+3,288.0%
SO vs JBL
+35,672.7%
-32,384.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -0.9% | +10.0% | -10.9% | -1.2% |
| 30D | +4.9% | -18.2% | +23.2% | +5.5% |
| 3M | +0.8% | -29.0% | +29.8% | +1.7% |
| 6M | +0.6% | -25.9% | +26.4% | +1.3% |
| YTD | +8.7% | +14.1% | -5.4% | +7.7% |
| 1Y | +4.0% | +21.7% | -17.7% | +2.8% |
| 3Y | +50.6% | +103.8% | -53.3% | +45.4% |
| 5Y | +77.5% | +310.0% | -232.5% | +66.4% |
| 10Y | +192.0% | +1,179.2% | -987.2% | +162.5% |
| All | +3,288.0% | +35,672.7% | -32,384.7% | +2,963.6% |
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