+821.1%
XLB vs JBL
+1,747.9%
-926.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +0.5% | +6.3% | -5.8% | -0.8% |
| 30D | +5.2% | -13.5% | +18.6% | +8.1% |
| 3M | +0.3% | -31.3% | +31.6% | +7.7% |
| 6M | +1.2% | -28.4% | +29.6% | +6.9% |
| YTD | +16.6% | +11.6% | +5.1% | +11.2% |
| 1Y | +21.4% | +26.1% | -4.7% | +12.6% |
| 3Y | +43.2% | +97.4% | -54.1% | +16.9% |
| 5Y | +28.0% | +301.0% | -273.0% | -11.5% |
| 10Y | +164.8% | +1,151.1% | -986.3% | +41.8% |
| All | +821.1% | +1,747.9% | -926.8% | +290.9% |
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