+7,712.8%
URI vs JBL
+3,003.1%
+4,709.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.6% | +1.2% | +4.7% |
| 7D | -4.0% | -5.2% | +1.2% | -2.0% |
| 30D | +6.8% | -17.5% | +24.3% | +14.6% |
| 3M | -2.8% | -26.0% | +23.2% | +8.0% |
| 6M | +20.9% | -28.9% | +49.7% | +35.0% |
| YTD | +40.2% | +10.8% | +29.4% | +30.6% |
| 1Y | +34.1% | +18.3% | +15.8% | +21.4% |
| 3Y | +164.1% | +102.2% | +62.0% | +87.7% |
| 5Y | +199.3% | +303.2% | -103.9% | +62.6% |
| 10Y | +1,218.8% | +1,152.0% | +66.8% | +385.5% |
| All | +7,712.8% | +3,003.1% | +4,709.7% | +1,486.1% |
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