+225.7%
XLE vs JBL
+405.9%
-180.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | 0.0% | +4.4% | -4.4% | -0.7% |
| 30D | +12.6% | -8.4% | +21.1% | +13.9% |
| 3M | +11.8% | -14.2% | +26.0% | +13.8% |
| 6M | +16.1% | +29.6% | -13.5% | +8.3% |
| YTD | +46.9% | +37.1% | +9.8% | +34.7% |
| 1Y | +53.3% | +49.5% | +3.8% | +37.1% |
| 3Y | +54.9% | +192.7% | -137.8% | +12.7% |
| 5Y | +225.7% | +411.3% | -185.7% | +91.9% |
| All | +225.7% | +405.9% | -180.2% | +91.9% |
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 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