+1,455.3%
XLK vs JBL
+2,100.8%
-645.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.3% | -0.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.1% |
| 30D | -0.5% | -15.1% | +14.6% | +4.9% |
| 3M | +5.0% | -14.0% | +19.0% | +9.9% |
| 6M | +32.9% | +20.6% | +12.2% | +23.7% |
| YTD | +29.0% | +32.9% | -3.9% | +15.8% |
| 1Y | +37.8% | +40.5% | -2.7% | +20.8% |
| 3Y | +118.7% | +183.7% | -65.1% | +46.6% |
| 5Y | +145.6% | +388.3% | -242.8% | +36.8% |
| 10Y | +791.5% | +1,464.9% | -673.4% | +226.9% |
| All | +1,455.3% | +2,100.8% | -645.5% | +211.6% |
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