-13.1%
SLB vs JBL
+1,148.2%
-1,161.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.4% |
| 7D | +3.5% | +6.3% | -2.8% | +0.7% |
| 30D | +6.5% | -13.5% | +20.0% | +12.9% |
| 3M | -0.2% | -31.3% | +31.1% | +15.6% |
| 6M | -5.7% | -28.4% | +22.7% | +5.7% |
| YTD | +36.8% | +11.6% | +25.2% | +22.3% |
| 1Y | +45.8% | +26.1% | +19.7% | +22.7% |
| 3Y | +3.4% | +97.4% | -94.0% | -36.1% |
| 5Y | +76.1% | +301.0% | -224.9% | -32.0% |
| All | -13.1% | +1,148.2% | -1,161.3% | -80.2% |
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 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