+604.5%
XYZ vs JBL
+1,455.1%
-850.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -3.7% | +4.0% | -7.7% | -5.9% |
| 30D | +0.5% | -7.5% | +8.0% | +4.4% |
| 3M | +16.3% | -14.1% | +30.3% | +23.5% |
| 6M | +21.1% | +25.9% | -4.7% | -1.1% |
| YTD | +22.0% | +36.7% | -14.7% | -7.4% |
| 1Y | +5.2% | +49.0% | -43.8% | -25.9% |
| 3Y | +49.6% | +191.8% | -142.2% | -40.2% |
| 5Y | -68.4% | +409.8% | -478.2% | -91.5% |
| 10Y | +604.5% | +1,509.2% | -904.7% | -4.7% |
| All | +604.5% | +1,455.1% | -850.6% | -4.7% |
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 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