+114.1%
DT vs JBL
+966.0%
-851.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -2.3% |
| 7D | -1.6% | +2.4% | -4.0% | -2.5% |
| 30D | +3.0% | -13.1% | +16.2% | +7.4% |
| 3M | +26.5% | -15.6% | +42.1% | +31.8% |
| 6M | +35.9% | +24.6% | +11.4% | +20.2% |
| YTD | +17.8% | +39.6% | -21.8% | -1.5% |
| 1Y | +4.1% | +48.6% | -44.6% | -16.3% |
| 3Y | +5.3% | +197.3% | -192.0% | -42.4% |
| 5Y | -27.2% | +413.0% | -440.2% | -70.6% |
| All | +114.1% | +966.0% | -851.9% | -43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling