-99.9%
DFNS vs JBL
+189.9%
-289.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.1% |
| 7D | +0.8% | +4.4% | -3.6% | -1.6% |
| 30D | -73.2% | -8.4% | -64.8% | -71.4% |
| 3M | -72.4% | -14.2% | -58.3% | -70.4% |
| 6M | -95.2% | +29.6% | -124.8% | -96.3% |
| YTD | -98.0% | +37.1% | -135.1% | -98.5% |
| 1Y | -98.3% | +49.5% | -147.7% | -98.8% |
| 3Y | -99.9% | +192.7% | -292.6% | -99.9% |
| All | -99.9% | +189.9% | -289.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling