+536.2%
XRT vs JBL
+1,258.0%
-721.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.0% |
| 7D | -0.4% | +10.0% | -10.4% | -3.5% |
| 30D | +7.5% | -18.2% | +25.7% | +13.9% |
| 3M | +2.3% | -29.0% | +31.3% | +12.6% |
| 6M | +12.8% | -25.9% | +38.7% | +20.7% |
| YTD | +7.1% | +14.1% | -7.0% | -2.2% |
| 1Y | +12.3% | +21.7% | -9.4% | +0.1% |
| 3Y | +57.0% | +103.8% | -46.8% | +12.3% |
| 5Y | -4.3% | +310.0% | -314.3% | -46.9% |
| 10Y | +136.7% | +1,179.2% | -1,042.5% | -13.0% |
| All | +536.2% | +1,258.0% | -721.8% | +71.8% |
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