+559.8%
SLB vs JBL
+34,654.4%
-34,094.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | -0.1% |
| 7D | -3.7% | -5.2% | +1.5% | -2.9% |
| 30D | +2.9% | -17.5% | +20.5% | +6.2% |
| 3M | +0.2% | -26.0% | +26.2% | +5.0% |
| 6M | -4.4% | -28.9% | +24.4% | +0.4% |
| YTD | +33.4% | +10.8% | +22.6% | +29.1% |
| 1Y | +40.8% | +18.3% | +22.5% | +34.5% |
| 3Y | +3.2% | +102.2% | -99.0% | -11.8% |
| 5Y | +64.8% | +303.2% | -238.4% | +24.1% |
| 10Y | -16.6% | +1,152.0% | -1,168.6% | -46.8% |
| All | +559.8% | +34,654.4% | -34,094.6% | +233.6% |
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