-68.9%
XYZ vs JBL
+405.9%
-474.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.6% |
| 7D | -1.0% | +3.0% | -4.0% | -2.6% |
| 30D | -1.7% | -8.3% | +6.6% | +2.2% |
| 3M | +16.7% | -16.9% | +33.6% | +26.2% |
| 6M | +26.9% | +21.8% | +5.1% | +5.3% |
| YTD | +27.1% | +36.3% | -9.2% | -3.9% |
| 1Y | +9.3% | +49.5% | -40.3% | -24.1% |
| 3Y | +42.3% | +170.6% | -128.4% | -45.8% |
| All | -68.9% | +405.9% | -474.8% | -94.8% |
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