+191.0%
JBL vs DD
+42.2%
+148.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.0% |
| 7D | +4.0% | -3.8% | +7.8% | +6.0% |
| 30D | -7.5% | -9.2% | +1.7% | -2.8% |
| 3M | -14.1% | -9.0% | -5.1% | -9.9% |
| 6M | +25.9% | -5.0% | +30.8% | +29.4% |
| YTD | +36.7% | +7.4% | +29.3% | +31.8% |
| 1Y | +49.0% | +35.1% | +13.9% | +28.0% |
| All | +191.0% | +42.2% | +148.8% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling