+1,842.6%
UMC vs JBL
+1,558.3%
+284.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.7% | +0.2% |
| 7D | +9.0% | +2.4% | +6.6% | +7.9% |
| 30D | +17.2% | -13.1% | +30.4% | +24.0% |
| 3M | +11.4% | -15.6% | +27.0% | +19.8% |
| 6M | +137.5% | +24.6% | +112.9% | +119.0% |
| YTD | +193.1% | +39.6% | +153.5% | +156.3% |
| 1Y | +240.3% | +48.6% | +191.7% | +187.7% |
| 3Y | +262.2% | +197.3% | +64.9% | +115.3% |
| 5Y | +143.1% | +413.0% | -269.9% | +12.6% |
| All | +1,842.6% | +1,558.3% | +284.2% | +569.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling