-99.7%
DFNS vs JBL
+23.4%
-123.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.4% | -19.8% | -19.5% |
| 7D | -12.7% | +10.0% | -22.6% | -15.2% |
| 30D | -65.2% | -18.2% | -47.0% | -63.5% |
| 3M | -94.6% | -29.0% | -65.6% | -94.2% |
| 6M | -96.2% | -25.9% | -70.4% | -96.0% |
| YTD | -99.6% | +14.1% | -113.7% | -99.7% |
| 1Y | -99.7% | +21.7% | -121.4% | -99.8% |
| All | -99.7% | +23.4% | -123.1% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling