-63.9%
XYZ vs JBL
+270.2%
-334.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.1% |
| 7D | +12.1% | -12.3% | +24.5% | +19.3% |
| 30D | +12.4% | -20.2% | +32.5% | +24.8% |
| 3M | +8.2% | -30.6% | +38.8% | +27.6% |
| 6M | +20.7% | -35.8% | +56.4% | +44.7% |
| YTD | +31.3% | +4.9% | +26.4% | +11.3% |
| 1Y | +20.5% | +11.3% | +9.2% | -2.6% |
| 3Y | +72.6% | +89.1% | -16.5% | -17.1% |
| All | -63.9% | +270.2% | -334.1% | -93.4% |
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