+13,339.2%
DE vs JBL
+42,747.1%
-29,407.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -3.0% | +4.0% | -7.0% | -3.7% |
| 30D | +11.1% | -7.5% | +18.6% | +12.4% |
| 3M | +17.6% | -14.1% | +31.7% | +20.0% |
| 6M | +13.6% | +25.9% | -12.3% | +8.5% |
| YTD | +46.3% | +36.7% | +9.6% | +37.4% |
| 1Y | +44.2% | +49.0% | -4.8% | +32.9% |
| 3Y | +76.6% | +191.8% | -115.2% | +42.6% |
| 5Y | +98.2% | +409.8% | -311.5% | +45.2% |
| 10Y | +863.5% | +1,509.2% | -645.7% | +488.5% |
| All | +13,339.2% | +42,747.1% | -29,407.9% | +6,299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling