+112.3%
UAL vs JBL
+270.2%
-157.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.9% | +1.4% |
| 7D | +8.2% | -12.3% | +20.5% | +15.4% |
| 30D | +2.3% | -20.2% | +22.5% | +14.3% |
| 3M | -12.7% | -30.6% | +17.9% | +4.3% |
| 6M | +12.7% | -35.8% | +48.5% | +38.4% |
| YTD | +0.8% | +4.9% | -4.1% | -7.3% |
| 1Y | +17.8% | +11.3% | +6.5% | +4.0% |
| 3Y | +206.7% | +89.1% | +117.6% | +84.0% |
| All | +112.3% | +270.2% | -157.9% | -34.7% |
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