+28,863.9%
DHR vs JBL
+42,747.1%
-13,883.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.4% | +4.0% | -6.4% | -3.0% |
| 30D | -2.2% | -7.5% | +5.3% | -1.2% |
| 3M | +9.0% | -14.1% | +23.0% | +10.6% |
| 6M | +3.5% | +25.9% | -22.4% | -1.3% |
| YTD | -10.1% | +36.7% | -46.8% | -15.5% |
| 1Y | +6.2% | +49.0% | -42.8% | -1.8% |
| 3Y | -5.4% | +191.8% | -197.1% | -22.4% |
| 5Y | -27.9% | +409.8% | -437.7% | -45.8% |
| 10Y | +215.7% | +1,509.2% | -1,293.5% | +95.9% |
| All | +28,863.9% | +42,747.1% | -13,883.2% | +13,631.8% |
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 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