+4,566.0%
EOG vs JBL
+42,747.1%
-38,181.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.3% | +4.0% | -5.3% | -1.9% |
| 30D | +3.4% | -7.5% | +10.9% | +4.4% |
| 3M | +7.8% | -14.1% | +21.9% | +9.5% |
| 6M | +13.4% | +25.9% | -12.5% | +8.0% |
| YTD | +43.5% | +36.7% | +6.8% | +34.6% |
| 1Y | +29.7% | +49.0% | -19.3% | +19.6% |
| 3Y | +23.2% | +191.8% | -168.6% | +0.5% |
| 5Y | +176.4% | +409.8% | -233.4% | +105.7% |
| 10Y | +119.1% | +1,509.2% | -1,390.1% | +39.4% |
| All | +4,566.0% | +42,747.1% | -38,181.1% | +2,374.3% |
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