-68.3%
U vs JBL
+410.1%
-478.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +4.4% | +4.0% | +0.4% | +1.9% |
| 30D | -1.3% | -7.5% | +6.2% | +2.5% |
| 3M | +49.6% | -14.1% | +63.6% | +60.3% |
| 6M | +100.2% | +25.9% | +74.3% | +59.0% |
| YTD | -3.7% | +36.7% | -40.3% | -28.6% |
| 1Y | -6.5% | +49.0% | -55.5% | -35.2% |
| 3Y | +12.9% | +191.8% | -178.9% | -61.2% |
| 5Y | -68.3% | +409.8% | -478.1% | -94.6% |
| All | -68.3% | +410.1% | -478.4% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling