+4,770.1%
DELL vs JBL
+1,507.2%
+3,262.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +25.6% | +4.4% | +21.2% | +22.8% |
| 30D | +17.7% | -8.4% | +26.1% | +23.1% |
| 3M | +33.4% | -14.2% | +47.6% | +44.9% |
| 6M | +266.2% | +29.6% | +236.6% | +220.3% |
| YTD | +328.0% | +37.1% | +290.9% | +260.1% |
| 1Y | +339.6% | +49.5% | +290.1% | +250.9% |
| 3Y | +694.6% | +192.7% | +501.9% | +336.4% |
| 5Y | +1,122.0% | +411.3% | +710.6% | +395.0% |
| 10Y | +4,062.5% | +1,447.6% | +2,614.9% | +937.9% |
| All | +4,770.1% | +1,507.2% | +3,262.9% | +1,101.1% |
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 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