+1,056.8%
T vs JBL
+34,886.9%
-33,830.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +2.5% | +6.3% | -3.8% | +2.0% |
| 30D | -3.8% | -13.5% | +9.7% | -2.7% |
| 3M | -8.7% | -31.3% | +22.6% | -6.1% |
| 6M | -8.1% | -28.4% | +20.3% | -6.2% |
| YTD | -6.4% | +11.6% | -18.0% | -8.7% |
| 1Y | -9.8% | +26.1% | -35.9% | -13.0% |
| 3Y | +65.5% | +97.4% | -31.9% | +50.5% |
| 5Y | +57.0% | +301.0% | -244.0% | +32.3% |
| 10Y | +60.8% | +1,151.1% | -1,090.3% | +20.3% |
| All | +1,056.8% | +34,886.9% | -33,830.1% | +635.8% |
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