+1,129.1%
DIA vs JBL
+4,720.0%
-3,590.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.1% | -0.8% |
| 7D | -0.2% | +3.0% | -3.2% | -0.8% |
| 30D | -1.5% | -8.3% | +6.7% | -0.1% |
| 3M | +3.8% | -16.9% | +20.7% | +6.8% |
| 6M | +10.3% | +21.8% | -11.5% | +4.9% |
| YTD | +12.1% | +36.3% | -24.2% | +4.0% |
| 1Y | +18.6% | +49.5% | -30.9% | +7.7% |
| 3Y | +60.6% | +170.6% | -110.0% | +26.4% |
| 5Y | +64.4% | +408.4% | -344.0% | +13.2% |
| 10Y | +250.1% | +1,450.4% | -1,200.3% | +91.6% |
| All | +1,129.1% | +4,720.0% | -3,590.9% | +325.1% |
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