+163.4%
XOP vs JBL
+390.6%
-227.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | +1.6% | -1.0% | +2.7% | +1.9% |
| 30D | +9.6% | -15.1% | +24.7% | +13.7% |
| 3M | +16.9% | -14.0% | +31.0% | +20.0% |
| 6M | +24.0% | +20.6% | +3.4% | +13.3% |
| YTD | +56.2% | +32.9% | +23.3% | +37.3% |
| 1Y | +51.8% | +40.5% | +11.3% | +29.7% |
| 3Y | +37.0% | +183.7% | -146.8% | -15.2% |
| 5Y | +163.4% | +388.3% | -225.0% | +20.6% |
| All | +163.4% | +390.6% | -227.2% | +20.6% |
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