+39.4%
UNP vs JBL
+20.0%
+19.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | +4.2% | +6.3% | -2.1% | +4.0% |
| 30D | +5.6% | -13.5% | +19.1% | +5.9% |
| 3M | +2.0% | -31.3% | +33.4% | +3.3% |
| 6M | +15.4% | -28.4% | +43.8% | +16.5% |
| YTD | +32.7% | +11.6% | +21.1% | +28.3% |
| 1Y | +39.4% | +26.1% | +13.3% | +33.5% |
| All | +39.4% | +20.0% | +19.4% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling