+70.0%
SHEL vs JBL
+181.3%
-111.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.6% |
| 7D | +3.9% | -1.0% | +5.0% | +4.0% |
| 30D | +7.0% | -15.1% | +22.0% | +8.2% |
| 3M | +12.5% | -14.0% | +26.5% | +13.4% |
| 6M | +14.8% | +20.6% | -5.9% | +11.4% |
| YTD | +34.2% | +32.9% | +1.3% | +28.7% |
| 1Y | +37.0% | +40.5% | -3.5% | +30.2% |
| All | +70.0% | +181.3% | -111.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling