+21,872.5%
VLO vs JBL
+42,637.0%
-20,764.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +5.2% | +3.0% | +2.2% | +4.7% |
| 30D | +22.6% | -8.3% | +30.9% | +24.2% |
| 3M | +43.8% | -16.9% | +60.7% | +47.6% |
| 6M | +65.7% | +21.8% | +44.0% | +57.6% |
| YTD | +131.1% | +36.3% | +94.8% | +114.6% |
| 1Y | +143.6% | +49.5% | +94.1% | +121.8% |
| 3Y | +201.4% | +170.6% | +30.8% | +142.1% |
| 5Y | +568.9% | +408.4% | +160.5% | +378.1% |
| 10Y | +891.8% | +1,450.4% | -558.6% | +498.7% |
| All | +21,872.5% | +42,637.0% | -20,764.5% | +10,862.3% |
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