+119.9%
XRT vs JBL
+1,478.7%
-1,358.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.2% |
| 7D | -3.6% | -1.0% | -2.6% | -3.2% |
| 30D | -6.7% | -15.1% | +8.4% | -1.4% |
| 3M | -1.4% | -14.0% | +12.7% | +2.5% |
| 6M | +1.7% | +20.6% | -18.9% | -8.6% |
| YTD | -1.5% | +32.9% | -34.4% | -15.5% |
| 1Y | -2.5% | +40.5% | -43.0% | -19.1% |
| 3Y | +39.9% | +183.7% | -143.8% | -19.7% |
| 5Y | -2.6% | +388.3% | -391.0% | -57.4% |
| All | +119.9% | +1,478.7% | -1,358.7% | -40.4% |
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 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