+3.2%
SLB vs JBL
+100.3%
-97.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -0.4% |
| 7D | -3.7% | -5.2% | +1.5% | -2.6% |
| 30D | +2.9% | -17.5% | +20.5% | +7.2% |
| 3M | +0.2% | -26.0% | +26.2% | +6.4% |
| 6M | -4.4% | -28.9% | +24.4% | +1.9% |
| YTD | +33.4% | +10.8% | +22.6% | +26.4% |
| 1Y | +40.8% | +18.3% | +22.5% | +30.8% |
| 3Y | +3.2% | +102.2% | -99.0% | -22.0% |
| All | +3.2% | +100.3% | -97.1% | -22.0% |
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