+1,926.2%
SHEL vs JBL
+42,747.1%
-40,821.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +3.0% | +4.0% | -1.0% | +2.5% |
| 30D | +7.2% | -7.5% | +14.7% | +8.2% |
| 3M | +12.9% | -14.1% | +26.9% | +14.6% |
| 6M | +13.7% | +25.9% | -12.2% | +8.9% |
| YTD | +33.7% | +36.7% | -3.0% | +26.3% |
| 1Y | +37.9% | +49.0% | -11.1% | +28.2% |
| 3Y | +70.2% | +191.8% | -121.5% | +41.0% |
| 5Y | +192.3% | +409.8% | -217.4% | +122.3% |
| 10Y | +207.3% | +1,509.2% | -1,301.9% | +101.1% |
| All | +1,926.2% | +42,747.1% | -40,821.0% | +851.5% |
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 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