-34.5%
UPS vs JBL
+390.6%
-425.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +1.4% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | -2.7% | -15.1% | +12.3% | +0.6% |
| 3M | -1.6% | -14.0% | +12.4% | +0.9% |
| 6M | +2.3% | +20.6% | -18.3% | -3.8% |
| YTD | +5.6% | +32.9% | -27.3% | -3.5% |
| 1Y | +27.1% | +40.5% | -13.5% | +13.8% |
| 3Y | -26.3% | +183.7% | -210.0% | -49.3% |
| 5Y | -34.5% | +388.3% | -422.8% | -65.6% |
| All | -34.5% | +390.6% | -425.1% | -65.6% |
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