+62.5%
DRAM vs JBL
-2.9%
+65.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.8% | -0.5% | 0.0% |
| 7D | -16.6% | -11.1% | -5.5% | -4.9% |
| 30D | -26.9% | -14.1% | -12.8% | -14.0% |
| 3M | -17.8% | -23.9% | +6.1% | +9.5% |
| 6M | +6.2% | -24.1% | +30.3% | +54.1% |
| All | +62.5% | -2.9% | +65.4% | +95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling