+278.9%
UNP vs JBL
+1,148.2%
-869.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | 0.0% |
| 7D | +4.2% | +6.3% | -2.1% | +2.5% |
| 30D | +5.6% | -13.5% | +19.1% | +9.2% |
| 3M | +2.0% | -31.3% | +33.4% | +11.6% |
| 6M | +15.4% | -28.4% | +43.8% | +23.3% |
| YTD | +32.7% | +11.6% | +21.1% | +22.7% |
| 1Y | +39.4% | +26.1% | +13.3% | +23.9% |
| 3Y | +54.3% | +97.4% | -43.1% | +12.0% |
| 5Y | +39.6% | +301.0% | -261.4% | -25.7% |
| All | +278.9% | +1,148.2% | -869.3% | +33.9% |
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