+694.2%
DVN vs JBL
+42,747.1%
-42,053.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.1% | +4.0% | -4.1% | -0.8% |
| 30D | +8.0% | -7.5% | +15.5% | +9.2% |
| 3M | +11.9% | -14.1% | +26.0% | +13.9% |
| 6M | +10.6% | +25.9% | -15.2% | +4.4% |
| YTD | +35.4% | +36.7% | -1.3% | +25.6% |
| 1Y | +46.5% | +49.0% | -2.5% | +33.2% |
| 3Y | +3.0% | +191.8% | -188.8% | -18.3% |
| 5Y | +120.5% | +409.8% | -289.3% | +58.9% |
| 10Y | +62.5% | +1,509.2% | -1,446.8% | +0.7% |
| All | +694.2% | +42,747.1% | -42,053.0% | +331.8% |
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