+851.5%
DE vs JBL
+1,558.3%
-706.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -2.1% |
| 7D | -2.6% | +2.4% | -5.0% | -3.5% |
| 30D | +9.0% | -13.1% | +22.1% | +14.1% |
| 3M | +19.1% | -15.6% | +34.7% | +25.1% |
| 6M | +14.4% | +24.6% | -10.2% | +2.9% |
| YTD | +45.9% | +39.6% | +6.3% | +24.9% |
| 1Y | +43.6% | +48.6% | -5.0% | +18.5% |
| 3Y | +75.9% | +197.3% | -121.4% | +1.1% |
| 5Y | +98.8% | +413.0% | -314.2% | -14.9% |
| All | +851.5% | +1,558.3% | -706.9% | +144.1% |
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 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