+566.1%
XYZ vs JBL
+1,176.2%
-610.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.3% |
| 7D | -2.1% | +10.0% | -12.1% | -7.3% |
| 30D | +7.0% | -18.2% | +25.2% | +18.4% |
| 3M | +5.1% | -29.0% | +34.1% | +24.4% |
| 6M | +14.1% | -25.9% | +39.9% | +27.6% |
| YTD | +26.4% | +14.1% | +12.3% | +3.6% |
| 1Y | +25.1% | +21.7% | +3.4% | -2.2% |
| 3Y | +59.7% | +103.8% | -44.1% | -20.0% |
| 5Y | -63.8% | +310.0% | -373.8% | -89.3% |
| All | +566.1% | +1,176.2% | -610.2% | -2.0% |
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