+513.3%
XRT vs JBL
+1,522.4%
-1,009.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | +0.8% | +3.0% | -2.2% | -0.2% |
| 30D | -4.2% | -8.3% | +4.1% | -1.9% |
| 3M | +5.1% | -16.9% | +22.0% | +10.0% |
| 6M | +2.4% | +21.8% | -19.3% | -6.6% |
| YTD | +3.2% | +36.3% | -33.1% | -9.9% |
| 1Y | +1.5% | +49.5% | -48.0% | -14.8% |
| 3Y | +40.6% | +170.6% | -130.1% | -8.0% |
| 5Y | -1.0% | +408.4% | -409.4% | -48.2% |
| 10Y | +128.4% | +1,450.4% | -1,322.0% | -20.2% |
| All | +513.3% | +1,522.4% | -1,009.1% | +58.3% |
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