-36.6%
DT vs JBL
+299.0%
-335.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | +3.1% | +6.3% | -3.2% | +1.5% |
| 30D | -29.5% | -13.5% | -16.0% | -27.1% |
| 3M | -11.7% | -31.3% | +19.6% | -4.0% |
| 6M | +29.0% | -28.4% | +57.4% | +37.2% |
| YTD | +3.4% | +11.6% | -8.2% | -6.9% |
| 1Y | -4.2% | +26.1% | -30.4% | -17.7% |
| 3Y | -12.8% | +97.4% | -110.2% | -41.9% |
| All | -36.6% | +299.0% | -335.6% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling