+97.4%
JBL vs DRI
+68.2%
+29.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +6.3% | +1.1% | +5.3% | +6.2% |
| 30D | -13.5% | +9.7% | -23.2% | -15.0% |
| 3M | -31.3% | +3.2% | -34.5% | -31.9% |
| 6M | -28.4% | +20.6% | -49.0% | -31.8% |
| YTD | +11.6% | +28.3% | -16.7% | +4.2% |
| 1Y | +26.1% | +34.5% | -8.4% | +16.0% |
| 3Y | +97.4% | +66.5% | +30.8% | +68.9% |
| All | +97.4% | +68.2% | +29.1% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling