+60.1%
DOCN vs JBL
+405.9%
-345.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.7% |
| 7D | +1.1% | +3.0% | -1.9% | -1.0% |
| 30D | -9.6% | -8.3% | -1.4% | -4.0% |
| 3M | -37.7% | -16.9% | -20.8% | -28.9% |
| 6M | +115.2% | +21.8% | +93.5% | +85.3% |
| YTD | +133.7% | +36.3% | +97.4% | +82.7% |
| 1Y | +250.2% | +49.5% | +200.6% | +154.3% |
| 3Y | +320.3% | +170.6% | +149.7% | +73.1% |
| All | +60.1% | +405.9% | -345.9% | -68.2% |
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