+23.7%
JBL vs XPO
+38.8%
-15.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.6% | -3.2% | -4.2% |
| 7D | -11.1% | +3.5% | -14.6% | -12.4% |
| 30D | -14.1% | +2.8% | -16.9% | -15.3% |
| 3M | -23.9% | -7.5% | -16.4% | -21.6% |
| 6M | -24.1% | -5.9% | -18.2% | -22.3% |
| YTD | +13.5% | +38.4% | -24.9% | +7.0% |
| 1Y | +23.7% | +33.7% | -10.0% | +16.9% |
| All | +23.7% | +38.8% | -15.1% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 1y: compounded portfolio wealth divided by compounded XPO 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…
1y analysis · Full analysis span regression · 6 months rolling