+22,412.5%
VLO vs JBL
+34,886.9%
-12,474.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.7% |
| 7D | +9.6% | +6.3% | +3.3% | +8.5% |
| 30D | -17.4% | -13.5% | -3.9% | -15.4% |
| 3M | +10.8% | -31.3% | +42.1% | +17.6% |
| 6M | +56.9% | -28.4% | +85.4% | +64.4% |
| YTD | +136.8% | +11.6% | +125.2% | +126.7% |
| 1Y | +120.7% | +26.1% | +94.5% | +106.6% |
| 3Y | +231.9% | +97.4% | +134.6% | +181.6% |
| 5Y | +479.0% | +301.0% | +178.0% | +329.6% |
| 10Y | +792.2% | +1,151.1% | -358.9% | +456.5% |
| All | +22,412.5% | +34,886.9% | -12,474.5% | +11,479.3% |
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