+1,447.0%
JBL vs URA
+361.2%
+1,085.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.1% |
| 7D | -1.0% | -1.5% | +0.5% | -0.4% |
| 30D | -15.1% | -0.4% | -14.7% | -15.1% |
| 3M | -14.0% | +6.3% | -20.3% | -16.3% |
| 6M | +20.6% | -14.0% | +34.6% | +27.6% |
| YTD | +32.9% | +5.3% | +27.6% | +28.1% |
| 1Y | +40.5% | +11.7% | +28.9% | +30.7% |
| 3Y | +183.7% | +109.8% | +73.9% | +95.3% |
| 5Y | +388.3% | +108.0% | +280.4% | +215.9% |
| All | +1,447.0% | +361.2% | +1,085.8% | +509.1% |
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