+11.3%
JBL vs DOC
+20.9%
-9.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -12.3% | +6.5% | -18.8% | -13.1% |
| 30D | -20.2% | +9.2% | -29.3% | -21.3% |
| 3M | -30.6% | -2.5% | -28.1% | -30.1% |
| 6M | -35.8% | +7.1% | -42.8% | -37.8% |
| YTD | +4.9% | +33.0% | -28.1% | -3.2% |
| 1Y | +11.3% | +23.3% | -12.0% | +3.2% |
| All | +11.3% | +20.9% | -9.6% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling