+75.9%
DE vs JBL
+195.4%
-119.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -1.2% |
| 7D | -2.6% | +2.4% | -5.0% | -3.0% |
| 30D | +9.0% | -13.1% | +22.1% | +11.5% |
| 3M | +19.1% | -15.6% | +34.7% | +22.2% |
| 6M | +14.4% | +24.6% | -10.2% | +9.4% |
| YTD | +45.9% | +39.6% | +6.3% | +36.7% |
| 1Y | +43.6% | +48.6% | -5.0% | +32.4% |
| 3Y | +75.9% | +197.3% | -121.4% | +42.2% |
| All | +75.9% | +195.4% | -119.6% | +42.2% |
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