+32,261.4%
JBL vs EXPD
+30,759.8%
+1,501.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +2.2% |
| 7D | -12.3% | -7.2% | -5.2% | -9.2% |
| 30D | -20.2% | -3.3% | -16.9% | -18.9% |
| 3M | -30.6% | +3.4% | -34.0% | -31.6% |
| 6M | -35.8% | +22.7% | -58.5% | -41.7% |
| YTD | +4.9% | +24.5% | -19.6% | -6.6% |
| 1Y | +11.3% | +38.6% | -27.3% | -5.7% |
| 3Y | +89.1% | +71.5% | +17.6% | +41.2% |
| 5Y | +272.1% | +56.2% | +215.8% | +187.5% |
| 10Y | +1,150.2% | +310.5% | +839.7% | +520.8% |
| All | +32,261.4% | +30,759.8% | +1,501.6% | +4,488.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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