-55.9%
W vs JBL
+299.0%
-354.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +2.0% |
| 7D | +0.2% | +6.3% | -6.2% | -4.3% |
| 30D | +6.8% | -13.5% | +20.3% | +17.5% |
| 3M | +10.7% | -31.3% | +42.0% | +41.1% |
| 6M | +86.3% | -28.4% | +114.8% | +126.1% |
| YTD | +11.5% | +11.6% | -0.1% | -7.3% |
| 1Y | +5.1% | +26.1% | -21.0% | -21.4% |
| 3Y | +171.0% | +97.4% | +73.6% | +26.6% |
| All | -55.9% | +299.0% | -354.9% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling