+23.7%
JBL vs DG
+45.3%
-21.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +8.5% | -13.4% | -3.6% |
| 7D | -11.1% | +12.3% | -23.4% | -9.7% |
| 30D | -14.1% | +19.3% | -33.4% | -12.5% |
| 3M | -23.9% | +11.9% | -35.8% | -22.7% |
| 6M | -24.1% | +25.0% | -49.1% | -22.8% |
| YTD | +13.5% | +8.7% | +4.7% | +16.8% |
| 1Y | +23.7% | +44.7% | -21.0% | +21.6% |
| All | +23.7% | +45.3% | -21.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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