+40.2%
UNP vs JBL
+299.0%
-258.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | +4.2% | +6.3% | -2.1% | +3.2% |
| 30D | +5.6% | -13.5% | +19.1% | +7.7% |
| 3M | +2.0% | -31.3% | +33.4% | +7.6% |
| 6M | +15.4% | -28.4% | +43.8% | +20.1% |
| YTD | +32.7% | +11.6% | +21.1% | +26.0% |
| 1Y | +39.4% | +26.1% | +13.3% | +29.1% |
| 3Y | +54.3% | +97.4% | -43.1% | +24.7% |
| All | +40.2% | +299.0% | -258.8% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling