-4.3%
XRT vs JBL
+307.7%
-312.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.0% |
| 7D | -0.4% | +10.0% | -10.4% | -3.2% |
| 30D | +7.5% | -18.2% | +25.7% | +13.4% |
| 3M | +2.3% | -29.0% | +31.3% | +12.0% |
| 6M | +12.8% | -25.9% | +38.7% | +20.2% |
| YTD | +7.1% | +14.1% | -7.0% | -4.0% |
| 1Y | +12.3% | +21.7% | -9.4% | -2.0% |
| 3Y | +57.0% | +103.8% | -46.8% | +3.7% |
| 5Y | -4.3% | +310.0% | -314.3% | -61.9% |
| All | -4.3% | +307.7% | -312.0% | -61.9% |
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 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