+33.6%
XLY vs JBL
+195.4%
-161.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.2% | -0.2% |
| 7D | -1.7% | +2.4% | -4.1% | -2.2% |
| 30D | -4.2% | -13.1% | +8.9% | -1.5% |
| 3M | -2.7% | -15.6% | +12.9% | +0.3% |
| 6M | -0.6% | +24.6% | -25.2% | -7.2% |
| YTD | -5.0% | +39.6% | -44.6% | -14.1% |
| 1Y | -4.1% | +48.6% | -52.7% | -15.1% |
| 3Y | +33.6% | +197.3% | -163.7% | -2.3% |
| All | +33.6% | +195.4% | -161.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling