+3,617.4%
DLR vs JBL
+1,550.7%
+2,066.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +3.4% | +4.4% | -1.0% | +2.3% |
| 30D | -2.2% | -8.4% | +6.2% | -0.1% |
| 3M | +4.7% | -14.2% | +18.9% | +8.0% |
| 6M | +9.0% | +29.6% | -20.6% | +0.3% |
| YTD | +24.1% | +37.1% | -12.9% | +12.1% |
| 1Y | +20.9% | +49.5% | -28.5% | +6.1% |
| 3Y | +60.0% | +192.7% | -132.6% | +13.4% |
| 5Y | +35.3% | +411.3% | -376.1% | -18.9% |
| 10Y | +165.8% | +1,447.6% | -1,281.9% | +8.2% |
| All | +3,617.4% | +1,550.7% | +2,066.7% | +909.9% |
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