+57.3%
DRAM vs JBL
-2.4%
+59.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.1% |
| 7D | +18.0% | +10.0% | +8.0% | +6.0% |
| 30D | -17.4% | -18.2% | +0.8% | +4.4% |
| 3M | -20.3% | -29.0% | +8.7% | +18.0% |
| 6M | -14.9% | -25.9% | +11.0% | +23.3% |
| All | +57.3% | -2.4% | +59.7% | +90.2% |
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