+44,564.2%
JBL vs DRI
+8,063.5%
+36,500.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | +6.3% | +1.1% | +5.3% | +5.9% |
| 30D | -13.5% | +9.7% | -23.2% | -16.8% |
| 3M | -31.3% | +3.2% | -34.5% | -32.6% |
| 6M | -28.4% | +20.6% | -49.0% | -34.3% |
| YTD | +11.6% | +28.3% | -16.7% | -0.6% |
| 1Y | +26.1% | +34.5% | -8.4% | +10.2% |
| 3Y | +97.4% | +66.5% | +30.8% | +55.2% |
| 5Y | +301.0% | +79.6% | +221.3% | +204.9% |
| 10Y | +1,151.1% | +333.8% | +817.3% | +531.2% |
| All | +44,564.2% | +8,063.5% | +36,500.7% | +10,074.2% |
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