+351.3%
DAL vs JBL
+1,563.5%
-1,212.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.8% |
| 6M | +26.2% | +21.8% | +4.5% | +11.9% |
| YTD | +16.4% | +36.3% | -19.9% | -3.0% |
| 1Y | +33.9% | +49.5% | -15.7% | +5.4% |
| 3Y | +93.4% | +170.6% | -77.2% | +7.8% |
| 5Y | +106.4% | +408.4% | -302.0% | -16.5% |
| 10Y | +143.0% | +1,450.4% | -1,307.4% | -42.8% |
| All | +351.3% | +1,563.5% | -1,212.2% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling