+81.9%
UBER vs JBL
+390.6%
-308.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.8% | +3.2% |
| 7D | -4.5% | -1.0% | -3.5% | -4.1% |
| 30D | -7.6% | -15.1% | +7.5% | -2.1% |
| 3M | +5.8% | -14.0% | +19.8% | +9.7% |
| 6M | +0.3% | +20.6% | -20.3% | -12.3% |
| YTD | -11.2% | +32.9% | -44.1% | -26.5% |
| 1Y | -23.0% | +40.5% | -63.5% | -38.7% |
| 3Y | +53.6% | +183.7% | -130.1% | -25.4% |
| 5Y | +81.9% | +388.3% | -306.4% | -46.2% |
| All | +81.9% | +390.6% | -308.7% | -46.2% |
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