+307.4%
JBL vs DAR
-31.4%
+338.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.4% | +2.2% |
| 7D | +0.1% | +3.6% | -3.5% | -0.8% |
| 30D | -17.0% | -11.3% | -5.8% | -14.3% |
| 3M | -27.4% | -13.1% | -14.3% | -24.9% |
| 6M | -29.1% | -15.1% | -14.0% | -26.4% |
| YTD | +13.6% | +50.5% | -36.9% | -0.1% |
| 1Y | +22.8% | +57.9% | -35.1% | +6.4% |
| 3Y | +103.0% | +28.9% | +74.1% | +76.9% |
| 5Y | +307.4% | -31.4% | +338.8% | +328.4% |
| All | +307.4% | -31.4% | +338.8% | +328.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling