+147.9%
OXY vs JBL
+409.3%
-261.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.3% |
| 7D | +2.8% | +2.4% | +0.4% | +2.4% |
| 30D | +5.5% | -13.1% | +18.6% | +7.6% |
| 3M | +11.3% | -15.6% | +26.9% | +13.8% |
| 6M | +11.6% | +24.6% | -13.0% | +4.1% |
| YTD | +51.6% | +39.6% | +12.0% | +37.0% |
| 1Y | +36.2% | +48.6% | -12.4% | +20.4% |
| 3Y | +1.7% | +197.3% | -195.5% | -28.8% |
| All | +147.9% | +409.3% | -261.4% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling