+2,832.5%
XOM vs JBL
+43,670.5%
-40,838.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.6% | -0.1% |
| 7D | +4.1% | +2.4% | +1.7% | +3.8% |
| 30D | +4.6% | -13.1% | +17.7% | +6.0% |
| 3M | +14.0% | -15.6% | +29.5% | +15.5% |
| 6M | +11.0% | +24.6% | -13.6% | +7.4% |
| YTD | +40.7% | +39.6% | +1.1% | +34.2% |
| 1Y | +52.3% | +48.6% | +3.7% | +43.9% |
| 3Y | +60.5% | +197.3% | -136.8% | +38.5% |
| 5Y | +266.4% | +413.0% | -146.6% | +196.5% |
| 10Y | +194.4% | +1,543.9% | -1,349.5% | +112.0% |
| All | +2,832.5% | +43,670.5% | -40,838.0% | +1,750.4% |
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 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