+110.9%
DT vs JBL
+946.8%
-835.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | -4.9% | +4.4% | -9.3% | -6.2% |
| 30D | +2.7% | -8.4% | +11.1% | +5.1% |
| 3M | +20.0% | -14.2% | +34.1% | +24.2% |
| 6M | +28.0% | +29.6% | -1.6% | +11.4% |
| YTD | +16.0% | +37.1% | -21.0% | -2.3% |
| 1Y | +0.7% | +49.5% | -48.8% | -19.4% |
| 3Y | +6.2% | +192.7% | -186.5% | -41.6% |
| 5Y | -28.1% | +411.3% | -439.5% | -71.0% |
| All | +110.9% | +946.8% | -835.9% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling