+1,148.2%
JBL vs DOC
+20.6%
+1,127.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +6.3% | -1.4% | +7.7% | +6.9% |
| 30D | -13.5% | +7.2% | -20.7% | -16.2% |
| 3M | -31.3% | -2.5% | -28.8% | -31.0% |
| 6M | -28.4% | +5.3% | -33.8% | -30.8% |
| YTD | +11.6% | +31.2% | -19.6% | -2.0% |
| 1Y | +26.1% | +21.9% | +4.2% | +14.0% |
| 3Y | +97.4% | +53.9% | +43.4% | +56.3% |
| 5Y | +301.0% | -21.7% | +322.7% | +326.1% |
| All | +1,148.2% | +20.6% | +1,127.6% | +995.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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