+5.8%
DASH vs JBL
+693.6%
-687.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.6% |
| 7D | -11.2% | +4.4% | -15.6% | -12.9% |
| 30D | -7.3% | -8.4% | +1.1% | -4.5% |
| 3M | +31.4% | -14.2% | +45.6% | +37.4% |
| 6M | +11.9% | +29.6% | -17.7% | -7.3% |
| YTD | -11.5% | +37.1% | -48.6% | -29.6% |
| 1Y | -20.0% | +49.5% | -69.5% | -40.1% |
| 3Y | +143.9% | +192.7% | -48.7% | +8.5% |
| 5Y | -0.2% | +411.3% | -411.6% | -73.7% |
| All | +5.8% | +693.6% | -687.8% | -74.5% |
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