+210.1%
W vs JBL
+1,148.2%
-938.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.9% |
| 7D | +0.2% | +6.3% | -6.2% | -4.0% |
| 30D | +6.8% | -13.5% | +20.3% | +16.9% |
| 3M | +10.7% | -31.3% | +42.0% | +38.9% |
| 6M | +86.3% | -28.4% | +114.8% | +124.0% |
| YTD | +11.5% | +11.6% | -0.1% | -4.0% |
| 1Y | +5.1% | +26.1% | -21.0% | -17.5% |
| 3Y | +171.0% | +97.4% | +73.6% | +46.0% |
| 5Y | -56.6% | +301.0% | -357.6% | -86.1% |
| All | +210.1% | +1,148.2% | -938.1% | -51.1% |
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 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