+1,525.1%
JBL vs DTE
+137.8%
+1,387.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.4% | +5.6% |
| 7D | +2.4% | -2.6% | +5.0% | +3.6% |
| 30D | -13.1% | -4.4% | -8.7% | -11.3% |
| 3M | -15.6% | -8.3% | -7.2% | -12.5% |
| 6M | +24.6% | -8.1% | +32.6% | +28.5% |
| YTD | +39.6% | +4.4% | +35.2% | +35.2% |
| 1Y | +48.6% | +0.2% | +48.4% | +46.6% |
| 3Y | +197.3% | +42.6% | +154.6% | +136.6% |
| 5Y | +413.0% | +31.5% | +381.5% | +318.0% |
| All | +1,525.1% | +137.8% | +1,387.2% | +883.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling