+1,115.9%
DIS vs JBL
+32,800.8%
-31,684.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +5.2% | -12.3% | +17.6% | +7.5% |
| 30D | +11.5% | -20.2% | +31.6% | +15.5% |
| 3M | +11.5% | -30.6% | +42.1% | +17.8% |
| 6M | +8.9% | -35.8% | +44.6% | +15.6% |
| YTD | +3.4% | +4.9% | -1.5% | +0.1% |
| 1Y | +7.2% | +11.3% | -4.1% | +2.6% |
| 3Y | +43.3% | +89.1% | -45.8% | +22.2% |
| 5Y | -31.4% | +272.1% | -303.5% | -48.5% |
| 10Y | +37.1% | +1,150.2% | -1,113.1% | -17.0% |
| All | +1,115.9% | +32,800.8% | -31,684.8% | +442.7% |
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