+49.5%
JBL vs DBX
+20.4%
+29.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +1.0% |
| 7D | +3.0% | -2.4% | +5.5% | +2.5% |
| 30D | -8.3% | -0.5% | -7.8% | -8.2% |
| 3M | -16.9% | +28.1% | -45.0% | -12.3% |
| 6M | +21.8% | +33.1% | -11.3% | +30.1% |
| YTD | +36.3% | +25.3% | +11.0% | +44.8% |
| 1Y | +49.5% | +18.3% | +31.2% | +59.9% |
| All | +49.5% | +20.4% | +29.1% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling