+115.0%
FCX vs JBL
+390.6%
-275.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.8% | -3.8% | -5.1% |
| 7D | -1.9% | -1.0% | -0.8% | -1.2% |
| 30D | +3.4% | -15.1% | +18.5% | +12.3% |
| 3M | +15.0% | -14.0% | +29.0% | +23.0% |
| 6M | +14.6% | +20.6% | -6.0% | +1.7% |
| YTD | +41.2% | +32.9% | +8.3% | +18.3% |
| 1Y | +60.4% | +40.5% | +19.8% | +30.1% |
| 3Y | +88.4% | +183.7% | -95.3% | -7.3% |
| 5Y | +115.0% | +388.3% | -273.3% | -33.3% |
| All | +115.0% | +390.6% | -275.6% | -33.3% |
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 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