+122.1%
URI vs JBL
+181.2%
-59.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.1% |
| 7D | -2.0% | +3.0% | -5.0% | -2.9% |
| 30D | -12.9% | -8.3% | -4.7% | -10.6% |
| 3M | -6.7% | -16.9% | +10.2% | -1.6% |
| 6M | +19.0% | +21.8% | -2.8% | +9.4% |
| YTD | +25.5% | +36.3% | -10.8% | +10.1% |
| 1Y | +5.5% | +49.5% | -44.0% | -11.6% |
| All | +122.1% | +181.2% | -59.1% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling