-26.7%
DT vs JBL
+390.6%
-417.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.4% | +2.3% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | +3.5% | -15.1% | +18.6% | +7.5% |
| 3M | +26.7% | -14.0% | +40.8% | +30.0% |
| 6M | +36.1% | +20.6% | +15.5% | +23.5% |
| YTD | +18.6% | +32.9% | -14.3% | +3.1% |
| 1Y | +7.9% | +40.5% | -32.6% | -9.3% |
| 3Y | +8.6% | +183.7% | -175.2% | -38.0% |
| 5Y | -26.7% | +388.3% | -415.0% | -72.8% |
| All | -26.7% | +390.6% | -417.3% | -72.8% |
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