+118.9%
EOG vs JBL
+1,558.3%
-1,439.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.7% |
| 7D | +1.5% | +2.4% | -0.9% | +0.6% |
| 30D | +2.9% | -13.1% | +16.1% | +7.2% |
| 3M | +8.7% | -15.6% | +24.3% | +13.2% |
| 6M | +12.9% | +24.6% | -11.7% | +0.2% |
| YTD | +43.8% | +39.6% | +4.2% | +21.1% |
| 1Y | +27.1% | +48.6% | -21.5% | +3.2% |
| 3Y | +25.9% | +197.3% | -171.4% | -29.4% |
| 5Y | +177.9% | +413.0% | -235.0% | +13.4% |
| All | +118.9% | +1,558.3% | -1,439.5% | -46.0% |
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