-37.3%
DOCS vs JBL
+361.2%
-398.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +1.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | +8.6% | -17.0% | +25.7% | +14.2% |
| 3M | +27.2% | -27.4% | +54.6% | +38.0% |
| 6M | +26.5% | -29.1% | +55.6% | +35.7% |
| YTD | -25.0% | +13.6% | -38.6% | -35.8% |
| 1Y | -37.0% | +22.8% | -59.8% | -48.2% |
| 3Y | +39.4% | +103.0% | -63.6% | -16.6% |
| 5Y | -56.7% | +307.4% | -364.0% | -85.6% |
| All | -37.3% | +361.2% | -398.5% | -80.3% |
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 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