+9,627.9%
JBL vs DGX
+8,631.6%
+996.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -0.9% | -2.1% |
| 7D | -1.0% | -3.5% | +2.4% | +0.3% |
| 30D | -15.1% | -2.7% | -12.4% | -14.3% |
| 3M | -14.0% | +13.9% | -27.9% | -18.6% |
| 6M | +20.6% | +16.0% | +4.6% | +12.9% |
| YTD | +32.9% | +34.9% | -2.0% | +16.7% |
| 1Y | +40.5% | +30.6% | +10.0% | +24.7% |
| 3Y | +183.7% | +93.0% | +90.8% | +109.8% |
| 5Y | +388.3% | +64.4% | +323.9% | +280.4% |
| 10Y | +1,464.9% | +248.1% | +1,216.8% | +781.7% |
| All | +9,627.9% | +8,631.6% | +996.3% | +1,709.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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