+633.7%
XLU vs JBL
+2,100.8%
-1,467.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.7% |
| 7D | -1.2% | -1.0% | -0.2% | -1.1% |
| 30D | -2.5% | -15.1% | +12.5% | -0.8% |
| 3M | -2.7% | -14.0% | +11.3% | -1.5% |
| 6M | -7.5% | +20.6% | -28.1% | -10.1% |
| YTD | +0.9% | +32.9% | -32.0% | -3.2% |
| 1Y | +3.3% | +40.5% | -37.2% | -1.9% |
| 3Y | +47.3% | +183.7% | -136.4% | +26.6% |
| 5Y | +44.4% | +388.3% | -343.9% | +15.3% |
| 10Y | +140.8% | +1,464.9% | -1,324.1% | +64.6% |
| All | +633.7% | +2,100.8% | -1,467.1% | +295.0% |
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