+411.3%
JBL vs URA
+131.0%
+280.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | -0.6% |
| 7D | +4.4% | +8.1% | -3.7% | +1.3% |
| 30D | -8.4% | +5.8% | -14.2% | -10.5% |
| 3M | -14.2% | +3.4% | -17.6% | -15.5% |
| 6M | +29.6% | -2.6% | +32.2% | +30.3% |
| YTD | +37.1% | +11.2% | +25.9% | +30.2% |
| 1Y | +49.5% | +19.8% | +29.7% | +37.0% |
| 3Y | +192.7% | +121.5% | +71.2% | +108.5% |
| 5Y | +411.3% | +134.5% | +276.9% | +240.0% |
| All | +411.3% | +131.0% | +280.4% | +240.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling