+67.3%
DVN vs JBL
+1,558.3%
-1,491.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -2.0% |
| 7D | +4.5% | +2.4% | +2.1% | +3.2% |
| 30D | +12.0% | -13.1% | +25.1% | +19.0% |
| 3M | +13.4% | -15.6% | +29.0% | +20.2% |
| 6M | +12.1% | +24.6% | -12.5% | -6.9% |
| YTD | +38.8% | +39.6% | -0.8% | +6.6% |
| 1Y | +46.0% | +48.6% | -2.6% | +6.0% |
| 3Y | +9.5% | +197.3% | -187.8% | -54.0% |
| 5Y | +125.3% | +413.0% | -287.7% | -39.1% |
| All | +67.3% | +1,558.3% | -1,491.1% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling