-99.9%
DFNS vs JBL
+410.1%
-510.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | +4.6% | +4.0% | +0.6% | +3.0% |
| 30D | -73.9% | -7.5% | -66.4% | -72.7% |
| 3M | -71.7% | -14.1% | -57.7% | -70.2% |
| 6M | -94.6% | +25.9% | -120.5% | -95.4% |
| YTD | -98.1% | +36.7% | -134.7% | -98.4% |
| 1Y | -98.3% | +49.0% | -147.3% | -98.7% |
| 3Y | -99.9% | +191.8% | -291.7% | -99.9% |
| 5Y | -99.9% | +409.8% | -509.6% | -99.9% |
| All | -99.9% | +410.1% | -510.0% | -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 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