+1,525.1%
JBL vs DVA
+187.8%
+1,337.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +2.4% | -1.3% | +3.7% | +2.7% |
| 30D | -13.1% | 0.0% | -13.1% | -13.2% |
| 3M | -15.6% | -10.9% | -4.7% | -14.2% |
| 6M | +24.6% | +17.3% | +7.3% | +17.9% |
| YTD | +39.6% | +59.8% | -20.2% | +21.1% |
| 1Y | +48.6% | +36.3% | +12.4% | +34.1% |
| 3Y | +197.3% | +88.6% | +108.7% | +137.9% |
| 5Y | +413.0% | +47.5% | +365.4% | +328.9% |
| All | +1,525.1% | +187.8% | +1,337.2% | +987.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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