+280.3%
UAL vs JBL
+744.8%
-464.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | +12.5% | -8.1% | +20.5% | +17.3% |
| 30D | +12.2% | -18.4% | +30.6% | +24.3% |
| 3M | -2.6% | -25.8% | +23.2% | +12.4% |
| 6M | +21.1% | -29.6% | +50.7% | +42.0% |
| YTD | +7.8% | +9.6% | -1.8% | -1.9% |
| 1Y | +25.4% | +14.1% | +11.3% | +11.0% |
| 3Y | +217.3% | +95.9% | +121.4% | +97.5% |
| 5Y | +132.9% | +298.3% | -165.5% | -4.6% |
| 10Y | +101.1% | +1,150.1% | -1,048.9% | -54.7% |
| All | +280.3% | +744.8% | -464.5% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling