+58.3%
DLR vs JBL
+189.2%
-130.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.9% | +4.0% | -1.1% | +2.1% |
| 30D | -1.2% | -7.5% | +6.3% | +0.2% |
| 3M | +2.9% | -14.1% | +17.0% | +5.4% |
| 6M | +6.7% | +25.9% | -19.2% | +0.4% |
| YTD | +23.9% | +36.7% | -12.8% | +14.1% |
| 1Y | +18.6% | +49.0% | -30.4% | +6.9% |
| All | +58.3% | +189.2% | -130.9% | +24.5% |
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 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