+111.4%
DAL vs JBL
+299.0%
-187.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.7% |
| 7D | -1.1% | +6.3% | -7.4% | -3.9% |
| 30D | +12.8% | -13.5% | +26.3% | +19.7% |
| 3M | -5.3% | -31.3% | +26.1% | +11.1% |
| 6M | +22.4% | -28.4% | +50.8% | +38.8% |
| YTD | +25.6% | +11.6% | +14.0% | +11.9% |
| 1Y | +45.5% | +26.1% | +19.4% | +21.2% |
| 3Y | +161.0% | +97.4% | +63.6% | +60.2% |
| All | +111.4% | +299.0% | -187.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling