+49.5%
JBL vs DG
+23.4%
+26.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.6% |
| 7D | +3.0% | +8.4% | -5.4% | +3.4% |
| 30D | -8.3% | +4.9% | -13.2% | -7.9% |
| 3M | -16.9% | +29.3% | -46.2% | -17.2% |
| 6M | +21.8% | -11.3% | +33.0% | +26.0% |
| YTD | +36.3% | +1.8% | +34.6% | +38.3% |
| 1Y | +49.5% | +25.3% | +24.2% | +46.8% |
| All | +49.5% | +23.4% | +26.1% | +46.8% |
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