+554.0%
XYZ vs JBL
+945.7%
-391.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.1% |
| 7D | +12.1% | -12.3% | +24.5% | +19.9% |
| 30D | +12.4% | -20.2% | +32.5% | +25.7% |
| 3M | +8.2% | -30.6% | +38.8% | +28.9% |
| 6M | +20.7% | -35.8% | +56.4% | +46.2% |
| YTD | +31.3% | +4.9% | +26.4% | +13.7% |
| 1Y | +20.5% | +11.3% | +9.2% | 0.0% |
| 3Y | +72.6% | +89.1% | -16.5% | -7.4% |
| 5Y | -64.0% | +272.1% | -336.0% | -88.1% |
| 10Y | +601.8% | +1,150.2% | -548.4% | +11.5% |
| All | +554.0% | +945.7% | -391.7% | +2.5% |
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