-27.5%
DOW vs JBL
+299.0%
-326.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | +5.2% | +6.3% | -1.1% | +3.7% |
| 30D | +13.2% | -13.5% | +26.7% | +16.6% |
| 3M | +10.1% | -31.3% | +41.4% | +19.0% |
| 6M | -13.1% | -28.4% | +15.4% | -8.1% |
| YTD | +46.1% | +11.6% | +34.5% | +31.7% |
| 1Y | +50.0% | +26.1% | +23.9% | +29.5% |
| 3Y | -20.2% | +97.4% | -117.6% | -43.8% |
| All | -27.5% | +299.0% | -326.5% | -64.1% |
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