+100.0%
UAL vs JBL
+1,478.7%
-1,378.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +1.2% |
| 7D | -2.0% | -1.0% | -1.0% | -1.4% |
| 30D | -15.7% | -15.1% | -0.6% | -6.7% |
| 3M | +3.6% | -14.0% | +17.7% | +12.2% |
| 6M | +16.9% | +20.6% | -3.7% | -0.3% |
| YTD | -4.8% | +32.9% | -37.7% | -24.4% |
| 1Y | -0.9% | +40.5% | -41.5% | -25.6% |
| 3Y | +124.5% | +183.7% | -59.3% | -6.4% |
| 5Y | +140.2% | +388.3% | -248.2% | -36.1% |
| All | +100.0% | +1,478.7% | -1,378.7% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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