-2.6%
SLB vs JBL
+1,455.1%
-1,457.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.9% | +4.0% | -5.9% | -3.5% |
| 30D | +7.8% | -7.5% | +15.3% | +10.8% |
| 3M | +2.7% | -14.1% | +16.7% | +7.7% |
| 6M | +22.2% | +25.9% | -3.7% | +6.5% |
| YTD | +51.1% | +36.7% | +14.4% | +25.2% |
| 1Y | +63.3% | +49.0% | +14.3% | +28.2% |
| 3Y | +2.4% | +191.8% | -189.4% | -47.8% |
| 5Y | +139.3% | +409.8% | -270.4% | -16.0% |
| 10Y | -2.6% | +1,509.2% | -1,511.8% | -79.7% |
| All | -2.6% | +1,455.1% | -1,457.7% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling