+42,044.7%
JBL vs DTE
+2,023.3%
+40,021.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -7.5% | -0.5% | -7.0% | -7.2% |
| 3M | -14.1% | -6.0% | -8.0% | -11.6% |
| 6M | +25.9% | -7.2% | +33.1% | +29.9% |
| YTD | +36.7% | +7.2% | +29.5% | +30.3% |
| 1Y | +49.0% | +4.1% | +44.9% | +44.0% |
| 3Y | +191.8% | +46.9% | +144.9% | +126.1% |
| 5Y | +409.8% | +32.9% | +376.9% | +309.5% |
| 10Y | +1,509.2% | +144.5% | +1,364.7% | +785.0% |
| All | +42,044.7% | +2,023.3% | +40,021.5% | +7,633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling