+1,994.5%
JBL vs DG
+614.5%
+1,380.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | +6.3% | +0.3% | +6.0% | +6.3% |
| 30D | -13.5% | +3.2% | -16.7% | -14.4% |
| 3M | -31.3% | +10.4% | -41.8% | -33.2% |
| 6M | -28.4% | +33.2% | -61.6% | -33.6% |
| YTD | +11.6% | +3.0% | +8.6% | +9.0% |
| 1Y | +26.1% | +31.2% | -5.1% | +16.0% |
| 3Y | +97.4% | +21.8% | +75.5% | +75.0% |
| 5Y | +301.0% | -35.0% | +336.0% | +319.8% |
| 10Y | +1,151.1% | +106.0% | +1,045.1% | +791.4% |
| All | +1,994.5% | +614.5% | +1,380.0% | +785.9% |
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