+181.2%
DLR vs JBL
+1,148.2%
-967.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | +3.3% | +6.3% | -3.0% | +1.9% |
| 30D | +4.6% | -13.5% | +18.1% | +7.7% |
| 3M | -8.3% | -31.3% | +23.1% | -1.1% |
| 6M | -5.6% | -28.4% | +22.8% | +0.2% |
| YTD | +18.7% | +11.6% | +7.1% | +13.6% |
| 1Y | +17.1% | +26.1% | -9.0% | +9.0% |
| 3Y | +54.4% | +97.4% | -43.0% | +27.0% |
| 5Y | +36.5% | +301.0% | -264.5% | -5.2% |
| All | +181.2% | +1,148.2% | -967.0% | +52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling