+251.3%
UAL vs JBL
+950.2%
-698.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.7% |
| 7D | +0.7% | +3.0% | -2.3% | -0.9% |
| 30D | -16.1% | -8.3% | -7.8% | -12.4% |
| 3M | +6.1% | -16.9% | +23.0% | +15.8% |
| 6M | +10.8% | +21.8% | -10.9% | -2.8% |
| YTD | -0.4% | +36.3% | -36.7% | -18.3% |
| 1Y | +5.0% | +49.5% | -44.5% | -19.2% |
| 3Y | +124.0% | +170.6% | -46.6% | +16.5% |
| 5Y | +141.0% | +408.4% | -267.4% | -12.6% |
| 10Y | +118.0% | +1,450.4% | -1,332.4% | -55.8% |
| All | +251.3% | +950.2% | -698.9% | -53.6% |
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