+1,146.2%
DIS vs JBL
+35,525.4%
-34,379.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.3% | -0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +10.3% | -17.0% | +27.3% | +13.5% |
| 3M | +15.6% | -27.4% | +43.0% | +21.1% |
| 6M | +15.1% | -29.1% | +44.2% | +20.2% |
| YTD | +6.0% | +13.6% | -7.6% | +1.1% |
| 1Y | +5.7% | +22.8% | -17.1% | -0.6% |
| 3Y | +39.8% | +103.0% | -63.2% | +17.8% |
| 5Y | -23.9% | +307.4% | -331.2% | -43.7% |
| 10Y | +32.9% | +1,173.9% | -1,141.0% | -19.9% |
| All | +1,146.2% | +35,525.4% | -34,379.3% | +448.4% |
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