+54,991.2%
ORLY vs JBL
+42,747.1%
+12,244.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.0% | +4.0% | -5.0% | -1.5% |
| 30D | -6.7% | -7.5% | +0.8% | -5.9% |
| 3M | -3.8% | -14.1% | +10.2% | -2.4% |
| 6M | -9.0% | +25.9% | -34.9% | -12.5% |
| YTD | -5.6% | +36.7% | -42.3% | -10.4% |
| 1Y | -19.5% | +49.0% | -68.5% | -24.8% |
| 3Y | +34.7% | +191.8% | -157.0% | +12.6% |
| 5Y | +118.0% | +409.8% | -291.7% | +67.7% |
| 10Y | +364.1% | +1,509.2% | -1,145.1% | +202.5% |
| All | +54,991.2% | +42,747.1% | +12,244.1% | +29,982.5% |
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 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