+7.4%
DASH vs JBL
+405.9%
-398.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.3% |
| 7D | -10.6% | +3.0% | -13.6% | -11.8% |
| 30D | +2.2% | -8.3% | +10.4% | +5.2% |
| 3M | +32.3% | -16.9% | +49.2% | +40.2% |
| 6M | +19.1% | +21.8% | -2.6% | +1.8% |
| YTD | -6.5% | +36.3% | -42.8% | -25.6% |
| 1Y | -14.9% | +49.5% | -64.4% | -36.5% |
| 3Y | +151.9% | +170.6% | -18.7% | +16.9% |
| All | +7.4% | +405.9% | -398.5% | -75.1% |
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