+128.1%
DAL vs JBL
+1,188.5%
-1,060.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.4% | +2.2% |
| 7D | +10.0% | -5.2% | +15.2% | +12.8% |
| 30D | +12.0% | -17.5% | +29.6% | +23.2% |
| 3M | +0.8% | -26.0% | +26.8% | +16.3% |
| 6M | +26.2% | -28.9% | +55.0% | +46.3% |
| YTD | +33.7% | +10.8% | +22.8% | +17.8% |
| 1Y | +57.6% | +18.3% | +39.3% | +32.9% |
| 3Y | +183.5% | +102.2% | +81.3% | +61.4% |
| 5Y | +114.2% | +303.2% | -189.0% | -25.7% |
| 10Y | +128.1% | +1,152.0% | -1,023.9% | -57.2% |
| All | +128.1% | +1,188.5% | -1,060.3% | -57.2% |
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