+77.6%
XOP vs JBL
+1,228.2%
-1,150.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.8% |
| 7D | +6.3% | +6.3% | 0.0% | +3.7% |
| 30D | -6.6% | -13.5% | +6.9% | -1.5% |
| 3M | +3.6% | -31.3% | +34.9% | +18.4% |
| 6M | +10.8% | -28.4% | +39.2% | +22.0% |
| YTD | +48.3% | +11.6% | +36.7% | +31.7% |
| 1Y | +42.9% | +26.1% | +16.8% | +20.2% |
| 3Y | +43.3% | +97.4% | -54.1% | -7.0% |
| 5Y | +94.0% | +301.0% | -207.0% | -11.4% |
| 10Y | +53.7% | +1,151.1% | -1,097.4% | -57.2% |
| All | +77.6% | +1,228.2% | -1,150.6% | -69.4% |
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