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  • JBL vs DG✓SelectedUSD · DGJBL vs DG performance historyLatest closeAs of+0.57%09/08
Stock and ETF performance explorer

JBL vs DG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,473.0%
DG return
+577.8%
Excess return
+1,895.2%
Maximum drawdown
-57.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioDGExcessAlpha
1D+0.6%-4.0%+4.6%+1.4%
7D+4.4%-2.5%+6.9%+4.9%
30D-8.4%+1.0%-9.5%-8.8%
3M-14.2%+20.3%-34.5%-18.0%
6M+29.6%-11.7%+41.3%+31.8%
YTD+37.1%-2.3%+39.4%+36.0%
1Y+49.5%+20.0%+29.5%+40.7%
3Y+192.7%+7.2%+185.4%+169.0%
5Y+411.3%-37.9%+449.3%+442.4%
10Y+1,447.6%+107.3%+1,340.3%+999.7%
All+2,473.0%+577.8%+1,895.2%+1,006.0%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling