+732.4%
EXPE vs JBL
+922.9%
-190.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +1.0% |
| 7D | -17.8% | +0.1% | -17.9% | -17.6% |
| 30D | -3.2% | -17.0% | +13.8% | +3.2% |
| 3M | -19.0% | -27.4% | +8.4% | -10.1% |
| 6M | +17.7% | -29.1% | +46.8% | +29.2% |
| YTD | -7.8% | +13.6% | -21.4% | -18.3% |
| 1Y | -1.4% | +22.8% | -24.1% | -15.5% |
| 3Y | +121.9% | +103.0% | +18.9% | +45.9% |
| 5Y | +44.3% | +307.4% | -263.1% | -29.9% |
| 10Y | +125.4% | +1,173.9% | -1,048.5% | -31.7% |
| All | +732.4% | +922.9% | -190.5% | +52.5% |
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