+3,011.4%
JBL vs DKS
+5,981.0%
-2,969.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +2.3% |
| 7D | +4.4% | -0.4% | +4.8% | +4.5% |
| 30D | -8.4% | -36.6% | +28.2% | +4.2% |
| 3M | -14.2% | -37.6% | +23.5% | -2.5% |
| 6M | +29.6% | -32.1% | +61.7% | +42.6% |
| YTD | +37.1% | -32.3% | +69.4% | +50.4% |
| 1Y | +49.5% | -39.5% | +89.0% | +69.8% |
| 3Y | +192.7% | +27.7% | +165.0% | +142.2% |
| 5Y | +411.3% | +15.0% | +396.3% | +308.7% |
| 10Y | +1,447.6% | +192.6% | +1,255.0% | +638.7% |
| All | +3,011.4% | +5,981.0% | -2,969.5% | +464.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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