+6,893.4%
URI vs JBL
+3,715.8%
+3,177.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | -2.0% | +3.0% | -5.0% | -3.1% |
| 30D | -12.9% | -8.3% | -4.7% | -10.3% |
| 3M | -6.7% | -16.9% | +10.2% | -0.9% |
| 6M | +19.0% | +21.8% | -2.8% | +8.4% |
| YTD | +25.5% | +36.3% | -10.8% | +8.7% |
| 1Y | +5.5% | +49.5% | -44.0% | -12.7% |
| 3Y | +111.3% | +170.6% | -59.3% | +34.1% |
| 5Y | +198.6% | +408.4% | -209.8% | +49.2% |
| 10Y | +1,179.9% | +1,450.4% | -270.5% | +337.5% |
| All | +6,893.4% | +3,715.8% | +3,177.6% | +1,220.7% |
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