+133.6%
XLC vs JBL
+919.3%
-785.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +3.1% | +10.0% | -6.9% | +0.4% |
| 30D | -4.2% | -18.2% | +14.0% | +0.9% |
| 3M | -2.1% | -29.0% | +26.9% | +6.6% |
| 6M | -6.6% | -25.9% | +19.2% | -0.9% |
| YTD | -7.8% | +14.1% | -21.9% | -16.0% |
| 1Y | -4.1% | +21.7% | -25.8% | -14.7% |
| 3Y | +62.6% | +103.8% | -41.2% | +14.4% |
| 5Y | +39.6% | +310.0% | -270.4% | -28.0% |
| All | +133.6% | +919.3% | -785.7% | -23.4% |
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