+1,523.8%
OXY vs JBL
+42,747.1%
-41,223.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.6% | +4.0% | -3.4% | 0.0% |
| 30D | +4.5% | -7.5% | +12.0% | +5.5% |
| 3M | +8.9% | -14.1% | +23.0% | +10.6% |
| 6M | +12.5% | +25.9% | -13.4% | +6.9% |
| YTD | +50.5% | +36.7% | +13.8% | +40.9% |
| 1Y | +38.6% | +49.0% | -10.4% | +27.6% |
| 3Y | -1.2% | +191.8% | -193.0% | -19.6% |
| 5Y | +161.6% | +409.8% | -248.1% | +94.5% |
| 10Y | +5.3% | +1,509.2% | -1,503.9% | -31.4% |
| All | +1,523.8% | +42,747.1% | -41,223.4% | +814.2% |
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