+9.5%
DVN vs JBL
+195.4%
-186.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.2% |
| 7D | +4.5% | +2.4% | +2.1% | +4.2% |
| 30D | +12.0% | -13.1% | +25.1% | +13.8% |
| 3M | +13.4% | -15.6% | +29.0% | +15.6% |
| 6M | +12.1% | +24.6% | -12.5% | +5.0% |
| YTD | +38.8% | +39.6% | -0.8% | +26.0% |
| 1Y | +46.0% | +48.6% | -2.6% | +29.5% |
| 3Y | +9.5% | +197.3% | -187.8% | -18.7% |
| All | +9.5% | +195.4% | -186.0% | -18.7% |
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