+142.5%
XLC vs JBL
+1,117.7%
-975.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | -0.8% | +3.0% | -3.9% | -1.7% |
| 30D | +1.0% | -8.3% | +9.3% | +3.2% |
| 3M | -0.7% | -16.9% | +16.2% | +3.5% |
| 6M | -5.1% | +21.8% | -26.9% | -13.3% |
| YTD | -4.3% | +36.3% | -40.6% | -16.2% |
| 1Y | -0.6% | +49.5% | -50.1% | -16.4% |
| 3Y | +72.7% | +170.6% | -97.9% | +11.0% |
| 5Y | +38.0% | +408.4% | -370.4% | -32.8% |
| All | +142.5% | +1,117.7% | -975.3% | -23.6% |
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