+558.7%
XLP vs JBL
+1,735.6%
-1,176.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.6% | -4.7% | +0.4% |
| 7D | +0.1% | -5.2% | +5.2% | +0.4% |
| 30D | +8.9% | -17.5% | +26.5% | +10.4% |
| 3M | +7.5% | -26.0% | +33.4% | +9.7% |
| 6M | +9.4% | -28.9% | +38.3% | +11.7% |
| YTD | +19.3% | +10.8% | +8.4% | +16.7% |
| 1Y | +21.7% | +18.3% | +3.4% | +18.4% |
| 3Y | +44.0% | +102.2% | -58.2% | +31.6% |
| 5Y | +42.8% | +303.2% | -260.4% | +21.6% |
| 10Y | +128.8% | +1,152.0% | -1,023.2% | +74.2% |
| All | +558.7% | +1,735.6% | -1,176.9% | +304.6% |
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