+126.4%
DAL vs JBL
+1,439.8%
-1,313.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.8% |
| 7D | +3.4% | +4.4% | -1.0% | +0.9% |
| 30D | -13.6% | -8.4% | -5.1% | -9.7% |
| 3M | +1.2% | -14.2% | +15.4% | +8.3% |
| 6M | +34.5% | +29.6% | +4.9% | +12.0% |
| YTD | +14.7% | +37.1% | -22.4% | -8.3% |
| 1Y | +29.2% | +49.5% | -20.2% | -3.2% |
| 3Y | +100.0% | +192.7% | -92.7% | -8.1% |
| 5Y | +106.3% | +411.3% | -305.0% | -35.9% |
| 10Y | +126.4% | +1,447.6% | -1,321.2% | -61.6% |
| All | +126.4% | +1,439.8% | -1,313.4% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling