+653.2%
SLB vs JBL
+42,637.0%
-41,983.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +0.8% | +3.0% | -2.2% | +0.3% |
| 30D | +15.8% | -8.3% | +24.1% | +17.3% |
| 3M | -0.3% | -16.9% | +16.6% | +2.3% |
| 6M | +21.3% | +21.8% | -0.4% | +16.3% |
| YTD | +52.3% | +36.3% | +16.0% | +42.6% |
| 1Y | +63.6% | +49.5% | +14.1% | +50.2% |
| 3Y | +3.8% | +170.6% | -166.9% | -15.7% |
| 5Y | +128.6% | +408.4% | -279.7% | +65.8% |
| 10Y | -3.1% | +1,450.4% | -1,453.4% | -40.3% |
| All | +653.2% | +42,637.0% | -41,983.9% | +268.5% |
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