+388.3%
JBL vs XPO
+257.8%
+130.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.4% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -15.1% | -10.4% | -4.7% | -11.8% |
| 3M | -14.0% | -15.7% | +1.6% | -9.1% |
| 6M | +20.6% | -6.3% | +27.0% | +22.9% |
| YTD | +32.9% | +34.2% | -1.3% | +20.2% |
| 1Y | +40.5% | +39.9% | +0.6% | +24.2% |
| 3Y | +183.7% | +155.2% | +28.5% | +94.3% |
| 5Y | +388.3% | +264.7% | +123.7% | +163.9% |
| All | +388.3% | +257.8% | +130.5% | +163.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling