+1,854.4%
JBL vs URA
-51.6%
+1,906.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.2% | +2.1% |
| 7D | +10.0% | +4.5% | +5.5% | +7.9% |
| 30D | -18.2% | -13.4% | -4.8% | -12.8% |
| 3M | -29.0% | -28.4% | -0.6% | -18.3% |
| 6M | -25.9% | -40.5% | +14.6% | -8.0% |
| YTD | +14.1% | -24.3% | +38.4% | +26.3% |
| 1Y | +21.7% | -28.8% | +50.5% | +38.0% |
| 3Y | +103.8% | +37.6% | +66.2% | +66.6% |
| 5Y | +310.0% | +30.7% | +279.3% | +226.2% |
| 10Y | +1,179.2% | +266.8% | +912.4% | +467.0% |
| All | +1,854.4% | -51.6% | +1,906.0% | +1,867.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling