-54.2%
DOCS vs JBL
+270.2%
-324.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.4% |
| 7D | -0.8% | -12.3% | +11.6% | +2.9% |
| 30D | +17.4% | -20.2% | +37.6% | +24.9% |
| 3M | +57.4% | -30.6% | +88.0% | +72.8% |
| 6M | +26.5% | -35.8% | +62.3% | +39.9% |
| YTD | -26.6% | +4.9% | -31.5% | -35.9% |
| 1Y | -48.1% | +11.3% | -59.4% | -56.2% |
| 3Y | +52.6% | +89.1% | -36.5% | -8.7% |
| All | -54.2% | +270.2% | -324.4% | -85.4% |
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 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