+4.3%
DT vs JBL
+52.3%
-48.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.5% |
| 7D | -3.3% | +3.0% | -6.3% | -3.0% |
| 30D | +2.0% | -8.3% | +10.3% | +1.0% |
| 3M | +20.0% | -16.9% | +36.9% | +17.4% |
| 6M | +39.3% | +21.8% | +17.5% | +41.6% |
| YTD | +19.8% | +36.3% | -16.6% | +23.0% |
| 1Y | +4.3% | +49.5% | -45.2% | +7.3% |
| All | +4.3% | +52.3% | -48.1% | +7.3% |
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