+634.6%
XYZ vs JBL
+1,127.6%
-493.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.7% |
| 7D | +12.6% | -8.1% | +20.7% | +17.4% |
| 30D | +10.8% | -18.4% | +29.2% | +22.8% |
| 3M | +8.4% | -25.8% | +34.1% | +24.7% |
| 6M | +14.3% | -29.6% | +44.0% | +31.8% |
| YTD | +31.5% | +9.6% | +21.8% | +10.4% |
| 1Y | +28.1% | +14.1% | +14.0% | +4.1% |
| 3Y | +66.2% | +95.9% | -29.7% | -14.8% |
| 5Y | -62.3% | +298.3% | -360.7% | -88.7% |
| 10Y | +634.6% | +1,150.1% | -515.5% | +10.0% |
| All | +634.6% | +1,127.6% | -493.0% | +10.0% |
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