+176.5%
DLR vs JBL
+1,558.3%
-1,381.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.3% | +0.7% |
| 7D | +0.1% | +2.4% | -2.3% | -0.4% |
| 30D | -4.3% | -13.1% | +8.8% | -1.5% |
| 3M | +3.8% | -15.6% | +19.4% | +7.0% |
| 6M | +5.8% | +24.6% | -18.7% | -0.3% |
| YTD | +23.5% | +39.6% | -16.1% | +13.1% |
| 1Y | +11.1% | +48.6% | -37.5% | -0.1% |
| 3Y | +57.9% | +197.3% | -139.4% | +19.0% |
| 5Y | +44.0% | +413.0% | -369.0% | -4.7% |
| All | +176.5% | +1,558.3% | -1,381.9% | +41.4% |
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 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