+413.7%
JBL vs DLTR
+30.4%
+383.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.1% |
| 7D | +2.4% | -10.1% | +12.5% | +3.7% |
| 30D | -13.1% | -8.1% | -5.0% | -12.3% |
| 3M | -15.6% | +2.9% | -18.4% | -16.4% |
| 6M | +24.6% | +4.3% | +20.2% | +22.8% |
| YTD | +39.6% | -3.9% | +43.5% | +39.2% |
| 1Y | +48.6% | +18.9% | +29.7% | +43.4% |
| 3Y | +197.3% | +1.9% | +195.3% | +185.8% |
| All | +413.7% | +30.4% | +383.3% | +466.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling