+173.8%
DAL vs JBL
+87.5%
+86.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | +8.8% | -12.3% | +21.1% | +14.2% |
| 30D | +5.4% | -20.2% | +25.6% | +14.4% |
| 3M | -4.9% | -30.6% | +25.7% | +8.5% |
| 6M | +19.8% | -35.8% | +55.6% | +39.6% |
| YTD | +27.0% | +4.9% | +22.1% | +17.7% |
| 1Y | +52.5% | +11.3% | +41.2% | +37.0% |
| 3Y | +173.8% | +89.1% | +84.7% | +83.6% |
| All | +173.8% | +87.5% | +86.4% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling