+20.1%
W vs JBL
+52.3%
-32.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.7% |
| 7D | -4.2% | +3.0% | -7.2% | -5.7% |
| 30D | -7.6% | -8.3% | +0.7% | -4.0% |
| 3M | +37.2% | -16.9% | +54.1% | +49.2% |
| 6M | +26.3% | +21.8% | +4.6% | +7.5% |
| YTD | -1.0% | +36.3% | -37.3% | -19.5% |
| 1Y | +20.1% | +49.5% | -29.4% | -6.8% |
| All | +20.1% | +52.3% | -32.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling