+1,182.4%
URI vs JBL
+1,127.6%
+54.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.4% |
| 7D | -6.0% | -8.1% | +2.1% | -1.2% |
| 30D | +4.6% | -18.4% | +23.0% | +17.1% |
| 3M | -2.7% | -25.8% | +23.1% | +13.7% |
| 6M | +18.4% | -29.6% | +48.0% | +40.1% |
| YTD | +37.4% | +9.6% | +27.7% | +20.4% |
| 1Y | +30.4% | +14.1% | +16.3% | +10.8% |
| 3Y | +147.9% | +95.9% | +52.0% | +33.8% |
| 5Y | +202.1% | +298.3% | -96.3% | -8.1% |
| 10Y | +1,182.4% | +1,150.1% | +32.4% | +92.2% |
| All | +1,182.4% | +1,127.6% | +54.8% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling