+48.6%
JBL vs DD
+34.9%
+13.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.2% |
| 7D | +2.4% | -3.5% | +5.9% | +4.4% |
| 30D | -13.1% | -11.7% | -1.5% | -7.1% |
| 3M | -15.6% | -9.2% | -6.4% | -11.2% |
| 6M | +24.6% | -7.2% | +31.8% | +30.0% |
| YTD | +39.6% | +6.6% | +33.0% | +37.8% |
| 1Y | +48.6% | +32.0% | +16.6% | +32.2% |
| All | +48.6% | +34.9% | +13.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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