+802.8%
TEAM vs JBL
+1,260.0%
-457.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | -0.4% | +3.0% | -3.5% | -1.4% |
| 30D | +67.3% | -8.3% | +75.6% | +71.0% |
| 3M | +86.8% | -16.9% | +103.7% | +94.4% |
| 6M | +146.8% | +21.8% | +125.1% | +117.0% |
| YTD | +16.9% | +36.3% | -19.4% | -3.2% |
| 1Y | +12.8% | +49.5% | -36.7% | -11.3% |
| 3Y | -7.3% | +170.6% | -177.9% | -46.0% |
| 5Y | -50.7% | +408.4% | -459.1% | -78.0% |
| 10Y | +529.8% | +1,450.4% | -920.6% | +73.3% |
| All | +802.8% | +1,260.0% | -457.2% | +184.9% |
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 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