-0.7%
XRT vs JBL
+405.9%
-406.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.3% |
| 7D | -0.3% | +4.4% | -4.7% | -1.6% |
| 30D | -5.6% | -8.4% | +2.8% | -3.4% |
| 3M | +2.5% | -14.2% | +16.7% | +6.2% |
| 6M | +3.7% | +29.6% | -25.9% | -8.3% |
| YTD | +1.0% | +37.1% | -36.1% | -13.1% |
| 1Y | -1.2% | +49.5% | -50.7% | -18.6% |
| 3Y | +43.4% | +192.7% | -149.3% | -17.9% |
| 5Y | -0.7% | +411.3% | -412.1% | -61.4% |
| All | -0.7% | +405.9% | -406.6% | -61.4% |
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 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