+1,145.9%
DELL vs JBL
+409.3%
+736.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.0% | +6.9% | +9.0% |
| 7D | +8.2% | +2.4% | +5.8% | +7.0% |
| 30D | +17.1% | -13.1% | +30.2% | +27.3% |
| 3M | +45.2% | -15.6% | +60.7% | +60.1% |
| 6M | +286.8% | +24.6% | +262.2% | +243.1% |
| YTD | +354.8% | +39.6% | +315.2% | +274.3% |
| 1Y | +358.3% | +48.6% | +309.6% | +261.0% |
| 3Y | +724.9% | +197.3% | +527.6% | +330.6% |
| All | +1,145.9% | +409.3% | +736.6% | +354.8% |
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 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