-23.7%
DOCN vs JBL
+310.5%
-334.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.6% | +6.0% | +6.9% |
| 7D | +3.7% | +0.1% | +3.6% | +4.5% |
| 30D | -33.7% | -17.0% | -16.7% | -22.5% |
| 3M | -27.9% | -27.4% | -0.5% | -7.9% |
| 6M | -46.4% | -29.1% | -17.4% | -31.0% |
| YTD | +81.1% | +13.6% | +67.5% | +62.5% |
| 1Y | +74.3% | +22.8% | +51.5% | +47.2% |
| 3Y | +245.8% | +103.0% | +142.8% | +81.8% |
| 5Y | -23.7% | +307.4% | -331.1% | -83.3% |
| All | -23.7% | +310.5% | -334.2% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling