+137.7%
UAL vs JBL
+405.9%
-268.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +3.5% | +4.4% | -1.0% | +1.0% |
| 30D | -16.5% | -8.4% | -8.0% | -12.7% |
| 3M | +2.8% | -14.2% | +16.9% | +10.3% |
| 6M | +17.6% | +29.6% | -12.0% | -1.3% |
| YTD | -3.2% | +37.1% | -40.3% | -21.5% |
| 1Y | +0.4% | +49.5% | -49.1% | -23.6% |
| 3Y | +128.2% | +192.7% | -64.5% | +6.7% |
| 5Y | +137.7% | +411.3% | -273.6% | -34.1% |
| All | +137.7% | +405.9% | -268.1% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling