+203.4%
URI vs JBL
+405.9%
-202.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.9% |
| 7D | -2.0% | +3.0% | -5.0% | -3.2% |
| 30D | -12.9% | -8.3% | -4.7% | -9.9% |
| 3M | -6.7% | -16.9% | +10.2% | 0.0% |
| 6M | +19.0% | +21.8% | -2.8% | +5.9% |
| YTD | +25.5% | +36.3% | -10.8% | +4.7% |
| 1Y | +5.5% | +49.5% | -44.0% | -17.3% |
| 3Y | +111.3% | +170.6% | -59.3% | +11.8% |
| All | +203.4% | +405.9% | -202.5% | +1.2% |
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 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