+70.5%
DOCN vs JBL
+398.5%
-327.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.4% | +1.7% |
| 7D | -19.2% | -12.3% | -6.8% | -10.5% |
| 30D | -43.1% | -20.2% | -22.9% | -31.9% |
| 3M | -40.7% | -30.6% | -10.1% | -22.7% |
| 6M | -55.0% | -35.8% | -19.2% | -38.2% |
| YTD | +50.6% | +4.9% | +45.7% | +43.7% |
| 1Y | +54.0% | +11.3% | +42.6% | +40.4% |
| 3Y | +203.9% | +89.1% | +114.8% | +73.1% |
| 5Y | -29.4% | +272.1% | -301.4% | -80.8% |
| All | +70.5% | +398.5% | -327.9% | -56.4% |
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