+188.8%
SHEL vs JBL
+409.3%
-220.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | +0.1% |
| 7D | +4.1% | +2.4% | +1.7% | +3.7% |
| 30D | +8.4% | -13.1% | +21.5% | +10.5% |
| 3M | +13.7% | -15.6% | +29.3% | +16.1% |
| 6M | +12.7% | +24.6% | -11.9% | +6.7% |
| YTD | +35.3% | +39.6% | -4.3% | +25.0% |
| 1Y | +39.4% | +48.6% | -9.2% | +26.6% |
| 3Y | +71.5% | +197.3% | -125.8% | +27.7% |
| All | +188.8% | +409.3% | -220.6% | +73.8% |
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