+220.6%
UPS vs JBL
+1,213.1%
-992.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -0.6% |
| 7D | -2.0% | +2.4% | -4.4% | -2.4% |
| 30D | -2.0% | -13.1% | +11.2% | +0.3% |
| 3M | -6.2% | -15.6% | +9.4% | -4.0% |
| 6M | +2.8% | +24.6% | -21.8% | -2.2% |
| YTD | +5.9% | +39.6% | -33.7% | -1.6% |
| 1Y | +26.2% | +48.6% | -22.4% | +15.5% |
| 3Y | -26.0% | +197.3% | -223.3% | -41.9% |
| 5Y | -34.3% | +413.0% | -447.3% | -53.5% |
| 10Y | +37.5% | +1,543.9% | -1,506.4% | -22.3% |
| All | +220.6% | +1,213.1% | -992.5% | +41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling