+150.2%
XLE vs JBL
+299.1%
-148.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.3% |
| 7D | -7.9% | -5.2% | -2.7% | -7.2% |
| 30D | -4.8% | -17.5% | +12.7% | -2.3% |
| 3M | +8.4% | -26.0% | +34.3% | +12.6% |
| 6M | +12.7% | -28.9% | +41.5% | +17.1% |
| YTD | +41.3% | +10.8% | +30.4% | +33.2% |
| 1Y | +42.3% | +18.3% | +24.0% | +32.0% |
| 3Y | +65.1% | +102.2% | -37.1% | +30.0% |
| 5Y | +150.2% | +303.2% | -153.0% | +52.6% |
| All | +150.2% | +299.1% | -148.9% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling