+400.7%
JBL vs DOC
-24.5%
+425.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.1% |
| 7D | +3.0% | -1.5% | +4.5% | +3.5% |
| 30D | -8.3% | -4.8% | -3.5% | -7.0% |
| 3M | -16.9% | +6.9% | -23.8% | -19.3% |
| 6M | +21.8% | +20.7% | +1.0% | +13.2% |
| YTD | +36.3% | +34.1% | +2.2% | +22.3% |
| 1Y | +49.5% | +22.6% | +26.9% | +37.7% |
| 3Y | +170.6% | +20.8% | +149.8% | +147.4% |
| All | +400.7% | -24.5% | +425.2% | +441.4% |
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