+1,468.2%
DUK vs JBL
+41,567.8%
-40,099.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | -1.7% | -1.0% | -0.7% | -1.6% |
| 30D | -2.2% | -15.1% | +12.8% | -1.4% |
| 3M | -3.7% | -14.0% | +10.4% | -3.1% |
| 6M | -6.3% | +20.6% | -27.0% | -7.8% |
| YTD | +4.5% | +32.9% | -28.4% | +2.2% |
| 1Y | +1.8% | +40.5% | -38.7% | -1.0% |
| 3Y | +46.8% | +183.7% | -136.9% | +35.0% |
| 5Y | +40.2% | +388.3% | -348.1% | +23.7% |
| 10Y | +129.8% | +1,464.9% | -1,335.1% | +86.4% |
| All | +1,468.2% | +41,567.8% | -40,099.6% | +1,035.2% |
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