+54.4%
DLR vs JBL
+100.1%
-45.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | +3.3% | +6.3% | -3.0% | +2.0% |
| 30D | +4.6% | -13.5% | +18.1% | +7.6% |
| 3M | -8.3% | -31.3% | +23.1% | -1.6% |
| 6M | -5.6% | -28.4% | +22.8% | -0.2% |
| YTD | +18.7% | +11.6% | +7.1% | +13.7% |
| 1Y | +17.1% | +26.1% | -9.0% | +9.2% |
| 3Y | +54.4% | +97.4% | -43.0% | +32.1% |
| All | +54.4% | +100.1% | -45.8% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling