+34.4%
UNP vs JBL
+47.2%
-12.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.5% | -0.7% |
| 7D | -1.8% | +2.4% | -4.2% | -1.9% |
| 30D | -2.7% | -13.1% | +10.4% | -2.3% |
| 3M | +6.5% | -15.6% | +22.1% | +7.2% |
| 6M | +14.4% | +24.6% | -10.2% | +12.3% |
| YTD | +24.8% | +39.6% | -14.8% | +22.2% |
| 1Y | +34.4% | +48.6% | -14.2% | +31.2% |
| All | +34.4% | +47.2% | -12.8% | +31.2% |
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 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