-22.7%
U vs JBL
+673.2%
-695.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.4% | +6.5% |
| 7D | +2.6% | +6.3% | -3.8% | -1.2% |
| 30D | +27.6% | -13.5% | +41.1% | +36.5% |
| 3M | +15.3% | -31.3% | +46.7% | +39.4% |
| 6M | +96.4% | -28.4% | +124.8% | +125.8% |
| YTD | +19.6% | +11.6% | +8.0% | -0.7% |
| 1Y | +42.1% | +26.1% | +16.0% | +8.4% |
| 3Y | +87.5% | +97.4% | -9.8% | -4.4% |
| 5Y | -73.1% | +301.0% | -374.1% | -93.1% |
| All | -22.7% | +673.2% | -695.9% | -83.5% |
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