+12.5%
UAL vs JBL
+20.0%
-7.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.8% |
| 7D | -3.0% | +6.3% | -9.4% | -5.5% |
| 30D | +10.5% | -13.5% | +24.0% | +16.7% |
| 3M | -13.5% | -31.3% | +17.8% | +0.9% |
| 6M | +14.2% | -28.4% | +42.7% | +28.4% |
| YTD | -2.2% | +11.6% | -13.8% | -11.9% |
| 1Y | +12.5% | +26.1% | -13.6% | -3.1% |
| All | +12.5% | +20.0% | -7.5% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling