+1,525.1%
JBL vs DLTR
+45.3%
+1,479.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.1% |
| 7D | +2.4% | -10.1% | +12.5% | +4.6% |
| 30D | -13.1% | -8.1% | -5.0% | -11.8% |
| 3M | -15.6% | +2.9% | -18.4% | -16.7% |
| 6M | +24.6% | +4.3% | +20.2% | +21.7% |
| YTD | +39.6% | -3.9% | +43.5% | +38.7% |
| 1Y | +48.6% | +18.9% | +29.7% | +40.3% |
| 3Y | +197.3% | +1.9% | +195.3% | +180.8% |
| 5Y | +413.0% | +31.0% | +382.0% | +331.0% |
| All | +1,525.1% | +45.3% | +1,479.8% | +1,133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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