+1,019.2%
XLE vs JBL
+1,781.6%
-762.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.8% | +1.1% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | -4.0% | -17.0% | +13.0% | -0.6% |
| 3M | +4.6% | -27.4% | +32.0% | +10.7% |
| 6M | +12.3% | -29.1% | +41.4% | +18.4% |
| YTD | +44.5% | +13.6% | +30.9% | +36.6% |
| 1Y | +42.4% | +22.8% | +19.6% | +32.2% |
| 3Y | +67.0% | +103.0% | -36.0% | +35.5% |
| 5Y | +161.9% | +307.4% | -145.4% | +80.2% |
| 10Y | +173.9% | +1,173.9% | -1,000.1% | +49.5% |
| All | +1,019.2% | +1,781.6% | -762.4% | +371.1% |
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