+1,148.2%
JBL vs URA
+266.3%
+881.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.5% |
| 7D | +6.3% | -1.5% | +7.9% | +7.0% |
| 30D | -13.5% | -10.4% | -3.1% | -9.2% |
| 3M | -31.3% | -29.6% | -1.7% | -20.6% |
| 6M | -28.4% | -40.3% | +11.8% | -11.7% |
| YTD | +11.6% | -25.5% | +37.1% | +24.3% |
| 1Y | +26.1% | -26.4% | +52.5% | +40.9% |
| 3Y | +97.4% | +31.4% | +65.9% | +65.6% |
| 5Y | +301.0% | +28.6% | +272.4% | +224.0% |
| All | +1,148.2% | +266.3% | +881.9% | +431.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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