+413.7%
JBL vs DTE
+30.3%
+383.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.3% | +6.4% | +5.2% |
| 7D | +2.4% | -2.6% | +5.0% | +2.8% |
| 30D | -13.1% | -4.4% | -8.7% | -12.5% |
| 3M | -15.6% | -8.3% | -7.2% | -14.7% |
| 6M | +24.6% | -8.1% | +32.6% | +25.6% |
| YTD | +39.6% | +4.4% | +35.2% | +37.6% |
| 1Y | +48.6% | +0.2% | +48.4% | +47.4% |
| 3Y | +197.3% | +42.6% | +154.6% | +169.9% |
| All | +413.7% | +30.3% | +383.4% | +364.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling