+155.2%
W vs JBL
+1,558.3%
-1,403.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | -2.4% |
| 7D | -0.9% | +2.4% | -3.3% | -2.6% |
| 30D | -4.2% | -13.1% | +8.9% | +4.8% |
| 3M | +26.9% | -15.6% | +42.5% | +39.6% |
| 6M | +31.2% | +24.6% | +6.7% | +8.2% |
| YTD | -1.8% | +39.6% | -41.4% | -25.6% |
| 1Y | +9.3% | +48.6% | -39.3% | -22.2% |
| 3Y | +33.2% | +197.3% | -164.1% | -45.9% |
| 5Y | -62.4% | +413.0% | -475.4% | -89.6% |
| All | +155.2% | +1,558.3% | -1,403.1% | -67.5% |
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 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