+153.0%
DASH vs JBL
+173.1%
-20.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.0% |
| 7D | -10.6% | +3.0% | -13.6% | -11.2% |
| 30D | +2.2% | -8.3% | +10.4% | +3.7% |
| 3M | +32.3% | -16.9% | +49.2% | +36.5% |
| 6M | +19.1% | +21.8% | -2.6% | +9.1% |
| YTD | -6.5% | +36.3% | -42.8% | -17.5% |
| 1Y | -14.9% | +49.5% | -64.4% | -27.6% |
| All | +153.0% | +173.1% | -20.1% | +82.8% |
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 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