+59.7%
XOM vs JBL
+181.3%
-121.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.6% |
| 7D | +1.9% | -1.0% | +2.9% | +1.9% |
| 30D | +4.1% | -15.1% | +19.1% | +4.2% |
| 3M | +10.4% | -14.0% | +24.5% | +10.5% |
| 6M | +13.0% | +20.6% | -7.6% | +11.1% |
| YTD | +40.1% | +32.9% | +7.2% | +36.5% |
| 1Y | +51.1% | +40.5% | +10.6% | +46.4% |
| All | +59.7% | +181.3% | -121.5% | +45.4% |
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