-99.9%
DFNS vs JBL
+811.8%
-911.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.5% |
| 7D | -3.3% | -1.0% | -2.3% | -3.0% |
| 30D | -73.1% | -15.1% | -58.0% | -71.2% |
| 3M | -71.4% | -14.0% | -57.3% | -70.0% |
| 6M | -93.8% | +20.6% | -114.5% | -94.5% |
| YTD | -98.0% | +32.9% | -130.9% | -98.3% |
| 1Y | -98.2% | +40.5% | -138.7% | -98.5% |
| 3Y | -99.9% | +183.7% | -283.6% | -99.9% |
| 5Y | -99.9% | +388.3% | -488.2% | -99.9% |
| All | -99.9% | +811.8% | -911.7% | -99.9% |
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