-62.3%
W vs JBL
+410.1%
-472.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +5.9% | +4.0% | +1.9% | +2.8% |
| 30D | -3.0% | -7.5% | +4.4% | +1.6% |
| 3M | +40.3% | -14.1% | +54.4% | +53.6% |
| 6M | +32.2% | +25.9% | +6.3% | +5.5% |
| YTD | -0.3% | +36.7% | -36.9% | -25.7% |
| 1Y | +16.2% | +49.0% | -32.8% | -21.1% |
| 3Y | +40.7% | +191.8% | -151.1% | -51.1% |
| 5Y | -62.3% | +409.8% | -472.1% | -93.1% |
| All | -62.3% | +410.1% | -472.5% | -93.1% |
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 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