+54,767.1%
JBL vs DRI
+7,437.5%
+47,329.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | +4.4% | -1.2% | +5.6% | +4.9% |
| 30D | -8.4% | -0.4% | -8.1% | -8.5% |
| 3M | -14.2% | +9.5% | -23.7% | -17.7% |
| 6M | +29.6% | +6.5% | +23.2% | +25.0% |
| YTD | +37.1% | +18.4% | +18.7% | +26.5% |
| 1Y | +49.5% | +4.2% | +45.3% | +44.2% |
| 3Y | +192.7% | +57.1% | +135.6% | +136.6% |
| 5Y | +411.3% | +70.4% | +340.9% | +298.4% |
| 10Y | +1,447.6% | +354.0% | +1,093.6% | +673.3% |
| All | +54,767.1% | +7,437.5% | +47,329.6% | +12,854.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling