+30.6%
UPS vs JBL
+20.8%
+9.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.8% | +9.5% | +5.0% |
| 7D | +8.2% | -11.1% | +19.4% | +9.2% |
| 30D | +22.7% | -14.1% | +36.8% | +24.0% |
| 3M | +6.4% | -23.9% | +30.4% | +8.7% |
| 6M | +22.6% | -24.1% | +46.7% | +24.2% |
| YTD | +20.7% | +13.5% | +7.2% | +17.7% |
| 1Y | +30.6% | +23.7% | +6.9% | +27.2% |
| All | +30.6% | +20.8% | +9.8% | +27.2% |
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