+275.3%
UMC vs JBL
+580.8%
-305.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +13.6% | +4.0% | +9.6% | +11.6% |
| 30D | +20.8% | -7.5% | +28.2% | +24.6% |
| 3M | +16.1% | -14.1% | +30.2% | +25.0% |
| 6M | +137.3% | +25.9% | +111.4% | +114.7% |
| YTD | +193.8% | +36.7% | +157.1% | +153.7% |
| 1Y | +236.1% | +49.0% | +187.1% | +176.3% |
| 3Y | +267.1% | +191.8% | +75.3% | +108.0% |
| 5Y | +145.3% | +409.8% | -264.5% | +7.5% |
| 10Y | +1,857.3% | +1,509.2% | +348.1% | +362.0% |
| All | +275.3% | +580.8% | -305.5% | -31.4% |
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