-35.7%
U vs JBL
+867.3%
-903.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.0% | -0.6% | +1.5% |
| 7D | +5.5% | +2.4% | +3.1% | +4.0% |
| 30D | -1.3% | -13.1% | +11.8% | +6.5% |
| 3M | +64.6% | -15.6% | +80.2% | +78.3% |
| 6M | +119.4% | +24.6% | +94.8% | +78.5% |
| YTD | -0.5% | +39.6% | -40.1% | -25.7% |
| 1Y | +1.3% | +48.6% | -47.3% | -27.7% |
| 3Y | +15.6% | +197.3% | -181.6% | -56.0% |
| 5Y | -67.5% | +413.0% | -480.4% | -92.6% |
| All | -35.7% | +867.3% | -903.0% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling