+105.8%
DAL vs JBL
+405.9%
-300.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.1% |
| 7D | +0.1% | +3.0% | -2.9% | -1.3% |
| 30D | -13.9% | -8.3% | -5.7% | -10.7% |
| 3M | +1.1% | -16.9% | +18.0% | +8.9% |
| 6M | +26.2% | +21.8% | +4.5% | +11.0% |
| YTD | +16.4% | +36.3% | -19.9% | -3.9% |
| 1Y | +33.9% | +49.5% | -15.7% | +4.0% |
| 3Y | +93.4% | +170.6% | -77.2% | +2.1% |
| All | +105.8% | +405.9% | -300.1% | -34.2% |
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 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