+1,148.2%
JBL vs DAR
+311.7%
+836.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.6% |
| 7D | +6.3% | +11.6% | -5.2% | +2.0% |
| 30D | -13.5% | -10.2% | -3.3% | -9.9% |
| 3M | -31.3% | -14.8% | -16.5% | -27.5% |
| 6M | -28.4% | -10.1% | -18.4% | -26.4% |
| YTD | +11.6% | +55.5% | -43.9% | -7.8% |
| 1Y | +26.1% | +61.7% | -35.6% | +2.5% |
| 3Y | +97.4% | +37.2% | +60.2% | +58.7% |
| 5Y | +301.0% | -26.9% | +327.9% | +307.5% |
| All | +1,148.2% | +311.7% | +836.5% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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