+6.4%
OXY vs JBL
+1,558.3%
-1,551.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -1.6% |
| 7D | +2.8% | +2.4% | +0.4% | +1.7% |
| 30D | +5.5% | -13.1% | +18.6% | +11.1% |
| 3M | +11.3% | -15.6% | +26.9% | +17.2% |
| 6M | +11.6% | +24.6% | -13.0% | -4.8% |
| YTD | +51.6% | +39.6% | +12.0% | +21.0% |
| 1Y | +36.2% | +48.6% | -12.4% | +3.6% |
| 3Y | +1.7% | +197.3% | -195.5% | -52.2% |
| 5Y | +164.5% | +413.0% | -248.5% | -17.8% |
| All | +6.4% | +1,558.3% | -1,551.9% | -81.3% |
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