+1,068.1%
JBL vs DBX
+22.6%
+1,045.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.6% | +4.6% |
| 7D | +2.4% | +2.1% | +0.3% | +1.8% |
| 30D | -13.1% | +5.7% | -18.9% | -14.6% |
| 3M | -15.6% | +31.8% | -47.4% | -22.6% |
| 6M | +24.6% | +37.5% | -12.9% | +11.1% |
| YTD | +39.6% | +27.9% | +11.7% | +27.0% |
| 1Y | +48.6% | +15.0% | +33.6% | +39.1% |
| 3Y | +197.3% | +27.2% | +170.1% | +162.1% |
| 5Y | +413.0% | +12.8% | +400.2% | +355.2% |
| All | +1,068.1% | +22.6% | +1,045.5% | +761.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling