+163.9%
XLE vs JBL
+1,127.6%
-963.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | -6.7% | -8.1% | +1.3% | -4.3% |
| 30D | -4.4% | -18.4% | +14.0% | +1.5% |
| 3M | +4.0% | -25.8% | +29.8% | +12.8% |
| 6M | +13.2% | -29.6% | +42.8% | +23.1% |
| YTD | +41.9% | +9.6% | +32.3% | +28.3% |
| 1Y | +41.6% | +14.1% | +27.6% | +25.6% |
| 3Y | +64.0% | +95.9% | -31.9% | +8.9% |
| 5Y | +158.1% | +298.3% | -140.2% | +14.9% |
| 10Y | +163.9% | +1,150.1% | -986.1% | -29.0% |
| All | +163.9% | +1,127.6% | -963.6% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling