+120.1%
DRAM vs JBL
+17.3%
+102.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +1.7% |
| 7D | +11.0% | +4.4% | +6.6% | +5.2% |
| 30D | +20.8% | -8.4% | +29.2% | +34.0% |
| 3M | +1.0% | -14.2% | +15.1% | +21.8% |
| All | +120.1% | +17.3% | +102.8% | +118.9% |
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 · Available span rolling