+178.1%
EOG vs JBL
+390.6%
-212.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | +1.0% | -1.0% | +2.0% | +1.2% |
| 30D | +2.8% | -15.1% | +17.9% | +4.9% |
| 3M | +5.9% | -14.0% | +19.9% | +7.4% |
| 6M | +17.1% | +20.6% | -3.6% | +10.9% |
| YTD | +43.9% | +32.9% | +11.0% | +33.1% |
| 1Y | +26.9% | +40.5% | -13.6% | +15.3% |
| 3Y | +23.6% | +183.7% | -160.2% | -8.3% |
| 5Y | +178.1% | +388.3% | -210.2% | +70.8% |
| All | +178.1% | +390.6% | -212.5% | +70.8% |
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