+197.3%
JBL vs DVA
+89.6%
+107.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +2.4% | -1.3% | +3.7% | +2.6% |
| 30D | -13.1% | 0.0% | -13.1% | -13.1% |
| 3M | -15.6% | -10.9% | -4.7% | -15.1% |
| 6M | +24.6% | +17.3% | +7.3% | +20.3% |
| YTD | +39.6% | +59.8% | -20.2% | +29.8% |
| 1Y | +48.6% | +36.3% | +12.4% | +41.1% |
| 3Y | +197.3% | +88.6% | +108.7% | +185.4% |
| All | +197.3% | +89.6% | +107.6% | +185.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling