+18,943.2%
JBL vs DVA
+5,166.5%
+13,776.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | +4.0% | +2.0% | +2.0% | +3.6% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | -14.1% | -7.7% | -6.4% | -13.3% |
| 6M | +25.9% | +20.0% | +5.9% | +19.7% |
| YTD | +36.7% | +61.1% | -24.4% | +21.0% |
| 1Y | +49.0% | +33.9% | +15.1% | +36.9% |
| 3Y | +191.8% | +91.5% | +100.2% | +142.6% |
| 5Y | +409.8% | +41.8% | +368.0% | +339.5% |
| 10Y | +1,509.2% | +187.5% | +1,321.7% | +1,062.5% |
| All | +18,943.2% | +5,166.5% | +13,776.7% | +8,489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling