+2,458.5%
JBL vs DG
+606.1%
+1,852.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +3.0% | +8.4% | -5.4% | +1.3% |
| 30D | -8.3% | +4.9% | -13.2% | -9.3% |
| 3M | -16.9% | +29.3% | -46.2% | -21.8% |
| 6M | +21.8% | -11.3% | +33.0% | +23.8% |
| YTD | +36.3% | +1.8% | +34.6% | +34.2% |
| 1Y | +49.5% | +25.3% | +24.2% | +39.5% |
| 3Y | +170.6% | +9.1% | +161.5% | +148.6% |
| 5Y | +408.4% | -34.9% | +443.3% | +433.5% |
| 10Y | +1,450.4% | +108.2% | +1,342.2% | +1,005.0% |
| All | +2,458.5% | +606.1% | +1,852.4% | +990.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling