+191.0%
JBL vs DRI
+54.1%
+136.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +4.0% | -4.8% | +8.8% | +5.1% |
| 30D | -7.5% | -3.9% | -3.6% | -6.7% |
| 3M | -14.1% | +5.1% | -19.1% | -15.5% |
| 6M | +25.9% | +5.5% | +20.4% | +23.3% |
| YTD | +36.7% | +16.5% | +20.2% | +29.9% |
| 1Y | +49.0% | +2.0% | +47.0% | +46.8% |
| All | +191.0% | +54.1% | +136.8% | +157.0% |
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