+255.6%
XOM vs JBL
+384.9%
-129.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +1.9% | -1.0% | +2.9% | +1.9% |
| 30D | +4.1% | -15.1% | +19.1% | +5.4% |
| 3M | +10.4% | -14.0% | +24.5% | +11.4% |
| 6M | +13.0% | +20.6% | -7.6% | +8.9% |
| YTD | +40.1% | +32.9% | +7.2% | +32.7% |
| 1Y | +51.1% | +40.5% | +10.6% | +41.4% |
| 3Y | +57.7% | +183.7% | -126.0% | +26.0% |
| All | +255.6% | +384.9% | -129.3% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling