+197.3%
JBL vs DTE
+43.4%
+153.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.4% | +5.0% |
| 7D | +2.4% | -2.6% | +5.0% | +2.4% |
| 30D | -13.1% | -4.4% | -8.7% | -13.2% |
| 3M | -15.6% | -8.3% | -7.2% | -15.9% |
| 6M | +24.6% | -8.1% | +32.6% | +24.1% |
| YTD | +39.6% | +4.4% | +35.2% | +38.8% |
| 1Y | +48.6% | +0.2% | +48.4% | +47.7% |
| 3Y | +197.3% | +42.6% | +154.6% | +198.0% |
| All | +197.3% | +43.4% | +153.8% | +198.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling