+1,106.7%
XLY vs JBL
+2,211.8%
-1,105.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.2% | -0.2% |
| 7D | -1.7% | +2.4% | -4.1% | -2.3% |
| 30D | -4.2% | -13.1% | +8.9% | -1.3% |
| 3M | -2.7% | -15.6% | +12.9% | +0.3% |
| 6M | -0.6% | +24.6% | -25.2% | -6.8% |
| YTD | -5.0% | +39.6% | -44.6% | -13.6% |
| 1Y | -4.1% | +48.6% | -52.7% | -14.4% |
| 3Y | +33.6% | +197.3% | -163.7% | -1.0% |
| 5Y | +28.7% | +413.0% | -384.3% | -16.0% |
| 10Y | +219.6% | +1,543.9% | -1,324.3% | +58.5% |
| All | +1,106.7% | +2,211.8% | -1,105.1% | +303.9% |
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