+1,330.9%
JBL vs XPO
+10,152.6%
-8,821.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.8% |
| 7D | +4.4% | +2.7% | +1.7% | +3.9% |
| 30D | -8.4% | -6.2% | -2.3% | -7.3% |
| 3M | -14.2% | -15.4% | +1.2% | -11.6% |
| 6M | +29.6% | +0.7% | +28.9% | +29.4% |
| YTD | +37.1% | +39.8% | -2.8% | +29.0% |
| 1Y | +49.5% | +43.3% | +6.2% | +39.5% |
| 3Y | +192.7% | +166.0% | +26.6% | +141.9% |
| 5Y | +411.3% | +274.2% | +137.2% | +290.3% |
| 10Y | +1,447.6% | +1,429.0% | +18.6% | +875.2% |
| All | +1,330.9% | +10,152.6% | -8,821.7% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling