+82.5%
XOP vs JBL
+1,522.4%
-1,439.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.5% |
| 7D | +2.6% | +3.0% | -0.5% | +1.3% |
| 30D | +15.4% | -8.3% | +23.7% | +18.8% |
| 3M | +12.1% | -16.9% | +29.0% | +18.4% |
| 6M | +19.7% | +21.8% | -2.1% | +5.1% |
| YTD | +52.4% | +36.3% | +16.1% | +26.5% |
| 1Y | +47.6% | +49.5% | -2.0% | +16.2% |
| 3Y | +34.4% | +170.6% | -136.3% | -23.7% |
| 5Y | +154.4% | +408.4% | -254.0% | +6.6% |
| 10Y | +54.7% | +1,450.4% | -1,395.7% | -60.1% |
| All | +82.5% | +1,522.4% | -1,439.9% | -70.6% |
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 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