+41,936.4%
JBL vs DOC
+1,189.3%
+40,747.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.3% |
| 7D | +3.0% | -1.5% | +4.5% | +3.6% |
| 30D | -8.3% | -4.8% | -3.5% | -6.5% |
| 3M | -16.9% | +6.9% | -23.8% | -19.8% |
| 6M | +21.8% | +20.7% | +1.0% | +11.1% |
| YTD | +36.3% | +34.1% | +2.2% | +18.6% |
| 1Y | +49.5% | +22.6% | +26.9% | +34.7% |
| 3Y | +170.6% | +20.8% | +149.8% | +138.4% |
| 5Y | +408.4% | -24.9% | +433.2% | +443.0% |
| 10Y | +1,450.4% | -1.8% | +1,452.2% | +1,291.6% |
| All | +41,936.4% | +1,189.3% | +40,747.2% | +15,805.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling