+1,632.7%
UL vs JBL
+42,879.2%
-41,246.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.3% | +4.4% | -5.7% | -1.6% |
| 30D | +0.9% | -8.4% | +9.4% | +1.4% |
| 3M | +14.2% | -14.2% | +28.4% | +15.0% |
| 6M | -3.2% | +29.6% | -32.8% | -5.3% |
| YTD | -0.3% | +37.1% | -37.4% | -3.0% |
| 1Y | -8.8% | +49.5% | -58.3% | -11.9% |
| 3Y | +23.9% | +192.7% | -168.8% | +12.9% |
| 5Y | +21.4% | +411.3% | -390.0% | +5.9% |
| 10Y | +66.7% | +1,447.6% | -1,381.0% | +33.4% |
| All | +1,632.7% | +42,879.2% | -41,246.6% | +1,124.5% |
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