+66.4%
DOCN vs JBL
+392.8%
-326.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.6% | -7.3% | -9.7% |
| 7D | -29.3% | -17.9% | -11.4% | -17.8% |
| 30D | -46.0% | -23.6% | -22.5% | -33.5% |
| 3M | -43.2% | -30.2% | -13.0% | -26.3% |
| 6M | -53.7% | -29.9% | -23.8% | -40.2% |
| YTD | +46.9% | +3.7% | +43.2% | +41.3% |
| 1Y | +54.3% | +8.5% | +45.9% | +43.3% |
| 3Y | +185.5% | +85.1% | +100.4% | +65.4% |
| 5Y | -31.1% | +267.8% | -298.9% | -81.1% |
| All | +66.4% | +392.8% | -326.4% | -57.1% |
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