+409.8%
JBL vs DAR
-8.0%
+417.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | -7.5% | +7.4% | -14.9% | -9.5% |
| 3M | -14.1% | +15.7% | -29.7% | -17.8% |
| 6M | +25.9% | +30.0% | -4.1% | +16.1% |
| YTD | +36.7% | +87.5% | -50.9% | +13.6% |
| 1Y | +49.0% | +113.4% | -64.4% | +18.7% |
| 3Y | +191.8% | +15.3% | +176.5% | +170.7% |
| 5Y | +409.8% | -4.3% | +414.1% | +377.0% |
| All | +409.8% | -8.0% | +417.8% | +377.0% |
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