+45.7%
DUK vs JBL
+195.4%
-149.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | +0.4% |
| 7D | -0.7% | +2.4% | -3.1% | -0.5% |
| 30D | -2.4% | -13.1% | +10.7% | -3.3% |
| 3M | -3.0% | -15.6% | +12.6% | -3.8% |
| 6M | -6.6% | +24.6% | -31.1% | -5.0% |
| YTD | +4.6% | +39.6% | -35.0% | +7.1% |
| 1Y | +1.2% | +48.6% | -47.4% | +4.3% |
| 3Y | +45.7% | +197.3% | -151.6% | +55.3% |
| All | +45.7% | +195.4% | -149.8% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling