+8.9%
DOCS vs JBL
+173.1%
-164.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.0% |
| 7D | -1.4% | +3.0% | -4.4% | -1.9% |
| 30D | +21.8% | -8.3% | +30.1% | +23.1% |
| 3M | +27.3% | -16.9% | +44.2% | +30.2% |
| 6M | -0.3% | +21.8% | -22.1% | -7.6% |
| YTD | -40.5% | +36.3% | -76.8% | -47.1% |
| 1Y | -61.5% | +49.5% | -111.1% | -67.1% |
| All | +8.9% | +173.1% | -164.2% | -23.5% |
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