-39.0%
U vs JBL
+844.5%
-883.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.9% |
| 7D | -3.8% | +3.0% | -6.8% | -5.5% |
| 30D | +17.5% | -8.3% | +25.7% | +22.5% |
| 3M | +38.7% | -16.9% | +55.6% | +51.3% |
| 6M | +104.4% | +21.8% | +82.7% | +68.6% |
| YTD | -5.7% | +36.3% | -42.0% | -28.6% |
| 1Y | +3.7% | +49.5% | -45.8% | -26.6% |
| 3Y | +12.3% | +170.6% | -158.3% | -53.7% |
| 5Y | -68.8% | +408.4% | -477.2% | -92.8% |
| All | -39.0% | +844.5% | -883.5% | -88.1% |
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