+54.5%
USAR vs JBL
+187.5%
-132.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.0% | -8.0% | -4.5% |
| 7D | -11.6% | +2.4% | -14.1% | -12.3% |
| 30D | -15.5% | -13.1% | -2.4% | -12.1% |
| 3M | -31.0% | -15.6% | -15.4% | -28.1% |
| 6M | -26.2% | +24.6% | -50.8% | -27.0% |
| YTD | +30.8% | +39.6% | -8.8% | +28.0% |
| 1Y | +7.1% | +48.6% | -41.5% | +4.4% |
| 3Y | +53.0% | +197.3% | -144.3% | +45.8% |
| All | +54.5% | +187.5% | -132.9% | +47.4% |
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