-51.1%
DOCS vs JBL
+272.3%
-323.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.6% | +4.3% | -1.8% |
| 7D | -1.3% | -17.9% | +16.5% | +4.3% |
| 30D | +19.4% | -23.6% | +43.0% | +28.7% |
| 3M | +53.4% | -30.2% | +83.6% | +67.9% |
| 6M | +28.8% | -29.9% | +58.6% | +36.9% |
| YTD | -25.1% | +3.7% | -28.8% | -34.3% |
| 1Y | -48.1% | +8.5% | -56.6% | -55.8% |
| 3Y | +51.4% | +85.1% | -33.8% | -8.3% |
| 5Y | -51.1% | +267.8% | -318.9% | -84.6% |
| All | -51.1% | +272.3% | -323.4% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling