-47.3%
DOCS vs JBL
+20.8%
-68.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.8% | +11.2% | +5.4% |
| 7D | +1.2% | -11.1% | +12.4% | -1.0% |
| 30D | +21.3% | -14.1% | +35.4% | +18.0% |
| 3M | +58.4% | -23.9% | +82.3% | +51.0% |
| 6M | +39.3% | -24.1% | +63.4% | +32.7% |
| YTD | -21.7% | +13.5% | -35.2% | -21.5% |
| 1Y | -47.3% | +23.7% | -71.1% | -49.4% |
| All | -47.3% | +20.8% | -68.1% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling