+538.9%
XRT vs JBL
+1,228.2%
-689.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.1% |
| 7D | +1.7% | +6.3% | -4.6% | -0.3% |
| 30D | +7.5% | -13.5% | +21.0% | +11.9% |
| 3M | +2.2% | -31.3% | +33.5% | +13.6% |
| 6M | +14.7% | -28.4% | +43.1% | +24.1% |
| YTD | +7.5% | +11.6% | -4.1% | -1.1% |
| 1Y | +14.1% | +26.1% | -12.0% | +0.6% |
| 3Y | +58.8% | +97.4% | -38.6% | +14.8% |
| 5Y | -3.9% | +301.0% | -304.9% | -46.3% |
| 10Y | +137.7% | +1,151.1% | -1,013.4% | -12.0% |
| All | +538.9% | +1,228.2% | -689.3% | +73.7% |
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