+1,047.0%
JBL vs DBX
+16.6%
+1,030.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.4% |
| 7D | +4.4% | -1.3% | +5.7% | +4.7% |
| 30D | -8.4% | -2.9% | -5.6% | -7.9% |
| 3M | -14.2% | +23.8% | -38.0% | -20.0% |
| 6M | +29.6% | +26.2% | +3.4% | +18.5% |
| YTD | +37.1% | +21.6% | +15.5% | +26.4% |
| 1Y | +49.5% | +11.4% | +38.1% | +41.0% |
| 3Y | +192.7% | +21.3% | +171.4% | +161.4% |
| 5Y | +411.3% | +6.7% | +404.7% | +360.7% |
| All | +1,047.0% | +16.6% | +1,030.4% | +757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling