+820.5%
XLB vs JBL
+2,157.2%
-1,336.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.7% |
| 7D | -1.4% | +3.0% | -4.4% | -2.0% |
| 30D | -0.4% | -8.3% | +7.9% | +1.2% |
| 3M | +2.0% | -16.9% | +18.9% | +5.2% |
| 6M | +1.8% | +21.8% | -19.9% | -3.7% |
| YTD | +16.6% | +36.3% | -19.7% | +7.2% |
| 1Y | +16.9% | +49.5% | -32.6% | +4.9% |
| 3Y | +32.6% | +170.6% | -138.1% | +1.3% |
| 5Y | +35.6% | +408.4% | -372.7% | -10.3% |
| 10Y | +160.0% | +1,450.4% | -1,290.4% | +33.9% |
| All | +820.5% | +2,157.2% | -1,336.7% | +276.9% |
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