+60.3%
DOCS vs JBL
+100.3%
-40.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | +0.4% |
| 7D | 0.0% | -5.2% | +5.2% | +0.5% |
| 30D | +7.8% | -17.5% | +25.3% | +10.2% |
| 3M | +20.0% | -26.0% | +45.9% | +23.9% |
| 6M | +26.5% | -28.9% | +55.4% | +30.2% |
| YTD | -25.8% | +10.8% | -36.6% | -33.1% |
| 1Y | -39.5% | +18.3% | -57.8% | -46.8% |
| 3Y | +60.3% | +102.2% | -41.9% | +13.2% |
| All | +60.3% | +100.3% | -40.0% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling