+361.0%
ORLY vs JBL
+1,558.3%
-1,197.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.7% | -0.5% |
| 7D | -2.4% | +2.4% | -4.8% | -2.8% |
| 30D | -6.8% | -13.1% | +6.3% | -4.6% |
| 3M | -4.8% | -15.6% | +10.8% | -2.4% |
| 6M | -9.1% | +24.6% | -33.6% | -14.2% |
| YTD | -5.9% | +39.6% | -45.5% | -13.7% |
| 1Y | -20.4% | +48.6% | -69.0% | -28.4% |
| 3Y | +36.6% | +197.3% | -160.7% | -1.3% |
| 5Y | +117.3% | +413.0% | -295.7% | +29.9% |
| All | +361.0% | +1,558.3% | -1,197.3% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling