-10.1%
DIS vs JBL
+52.3%
-62.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.7% |
| 7D | -2.6% | +3.0% | -5.6% | -2.6% |
| 30D | +3.5% | -8.3% | +11.8% | +3.5% |
| 3M | +6.8% | -16.9% | +23.7% | +7.6% |
| 6M | +3.0% | +21.8% | -18.8% | +0.8% |
| YTD | -6.7% | +36.3% | -43.0% | -9.1% |
| 1Y | -10.1% | +49.5% | -59.6% | -13.1% |
| All | -10.1% | +52.3% | -62.4% | -13.1% |
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 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