+533.2%
XYZ vs JBL
+1,258.3%
-725.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.6% |
| 7D | -1.0% | +3.0% | -4.0% | -2.7% |
| 30D | -1.7% | -8.3% | +6.6% | +2.4% |
| 3M | +16.7% | -16.9% | +33.6% | +26.4% |
| 6M | +26.9% | +21.8% | +5.1% | +6.1% |
| YTD | +27.1% | +36.3% | -9.2% | -2.6% |
| 1Y | +9.3% | +49.5% | -40.3% | -22.5% |
| 3Y | +42.3% | +170.6% | -128.4% | -38.2% |
| 5Y | -69.3% | +408.4% | -477.7% | -91.3% |
| 10Y | +586.8% | +1,450.4% | -863.6% | -1.9% |
| All | +533.2% | +1,258.3% | -725.1% | -12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling