+8,928.6%
OKE vs JBL
+43,670.5%
-34,741.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +0.2% |
| 7D | +1.2% | +2.4% | -1.2% | +0.9% |
| 30D | +4.5% | -13.1% | +17.6% | +6.5% |
| 3M | +9.6% | -15.6% | +25.2% | +11.7% |
| 6M | +15.4% | +24.6% | -9.2% | +10.0% |
| YTD | +36.5% | +39.6% | -3.1% | +27.5% |
| 1Y | +39.0% | +48.6% | -9.6% | +28.1% |
| 3Y | +74.3% | +197.3% | -123.0% | +41.8% |
| 5Y | +141.2% | +413.0% | -271.8% | +80.0% |
| 10Y | +262.1% | +1,543.9% | -1,281.8% | +134.6% |
| All | +8,928.6% | +43,670.5% | -34,741.9% | +5,254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling