+278.0%
JBL vs DOC
-21.4%
+299.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -12.3% | +6.5% | -18.8% | -14.0% |
| 30D | -20.2% | +9.2% | -29.3% | -22.4% |
| 3M | -30.6% | -2.5% | -28.1% | -30.3% |
| 6M | -35.8% | +7.1% | -42.8% | -37.8% |
| YTD | +4.9% | +33.0% | -28.1% | -6.1% |
| 1Y | +11.3% | +23.3% | -12.0% | +2.0% |
| 3Y | +89.1% | +44.9% | +44.2% | +58.3% |
| All | +278.0% | -21.4% | +299.4% | +337.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling