-19.0%
USAR vs JBL
+129.8%
-148.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.8% |
| 7D | -0.8% | +6.3% | -7.1% | -2.7% |
| 30D | -20.9% | -13.5% | -7.4% | -17.1% |
| 3M | -56.2% | -31.3% | -24.8% | -51.1% |
| 6M | -67.9% | -28.4% | -39.5% | -64.5% |
| YTD | -31.4% | +11.6% | -43.0% | -28.2% |
| 1Y | -45.1% | +26.1% | -71.2% | -42.8% |
| 3Y | -20.3% | +97.4% | -117.7% | -18.9% |
| All | -19.0% | +129.8% | -148.7% | -17.4% |
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 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