+19.2%
UL vs JBL
+390.6%
-371.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.3% |
| 7D | -4.1% | -1.0% | -3.0% | -4.0% |
| 30D | -1.2% | -15.1% | +13.9% | -0.8% |
| 3M | +6.0% | -14.0% | +20.0% | +6.3% |
| 6M | -5.5% | +20.6% | -26.1% | -6.9% |
| YTD | -3.3% | +32.9% | -36.2% | -5.3% |
| 1Y | -9.8% | +40.5% | -50.3% | -12.0% |
| 3Y | +20.1% | +183.7% | -163.6% | +6.6% |
| 5Y | +19.2% | +388.3% | -369.2% | -8.8% |
| All | +19.2% | +390.6% | -371.4% | -8.8% |
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