+1,525.1%
JBL vs DG
+101.8%
+1,423.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +4.8% |
| 7D | +2.4% | -6.5% | +8.9% | +3.5% |
| 30D | -13.1% | +4.2% | -17.3% | -13.8% |
| 3M | -15.6% | +9.5% | -25.1% | -17.3% |
| 6M | +24.6% | -13.1% | +37.7% | +26.8% |
| YTD | +39.6% | -4.8% | +44.4% | +39.5% |
| 1Y | +48.6% | +20.6% | +28.0% | +41.3% |
| 3Y | +197.3% | +4.9% | +192.3% | +179.2% |
| 5Y | +413.0% | -37.9% | +450.9% | +453.5% |
| All | +1,525.1% | +101.8% | +1,423.3% | +1,107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling