+388.3%
JBL vs DD
+57.4%
+331.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -1.0% | -2.9% | +1.9% | +0.7% |
| 30D | -15.1% | -11.5% | -3.6% | -8.9% |
| 3M | -14.0% | -5.4% | -8.6% | -11.4% |
| 6M | +20.6% | -6.9% | +27.5% | +25.7% |
| YTD | +32.9% | +6.9% | +26.0% | +27.0% |
| 1Y | +40.5% | +35.6% | +4.9% | +16.3% |
| 3Y | +183.7% | +42.5% | +141.2% | +121.1% |
| 5Y | +388.3% | +58.5% | +329.9% | +254.6% |
| All | +388.3% | +57.4% | +331.0% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling