+388.3%
JBL vs DBX
+8.4%
+379.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -15.1% | +2.8% | -17.9% | -16.0% |
| 3M | -14.0% | +26.8% | -40.8% | -20.8% |
| 6M | +20.6% | +32.8% | -12.1% | +7.8% |
| YTD | +32.9% | +26.1% | +6.8% | +20.8% |
| 1Y | +40.5% | +14.1% | +26.4% | +32.0% |
| 3Y | +183.7% | +25.7% | +158.0% | +143.4% |
| 5Y | +388.3% | +11.2% | +377.2% | +299.0% |
| All | +388.3% | +8.4% | +379.9% | +299.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling