+55.0%
XOP vs JBL
+1,558.3%
-1,503.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -2.0% |
| 7D | +2.6% | +2.4% | +0.2% | +1.5% |
| 30D | +9.6% | -13.1% | +22.7% | +15.7% |
| 3M | +20.4% | -15.6% | +35.9% | +27.0% |
| 6M | +19.9% | +24.6% | -4.7% | +2.6% |
| YTD | +56.4% | +39.6% | +16.8% | +25.1% |
| 1Y | +52.4% | +48.6% | +3.8% | +16.4% |
| 3Y | +39.9% | +197.3% | -157.4% | -32.7% |
| 5Y | +163.7% | +413.0% | -249.3% | -12.7% |
| All | +55.0% | +1,558.3% | -1,503.3% | -70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling