+69.4%
USAR vs JBL
+181.4%
-112.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -4.4% | +4.0% | -8.4% | -5.5% |
| 30D | -10.4% | -7.5% | -2.9% | -8.5% |
| 3M | -18.4% | -14.1% | -4.3% | -15.1% |
| 6M | -8.8% | +25.9% | -34.7% | -9.4% |
| YTD | +43.4% | +36.7% | +6.7% | +41.3% |
| 1Y | +21.0% | +49.0% | -28.0% | +18.5% |
| 3Y | +67.7% | +191.8% | -124.0% | +60.9% |
| All | +69.4% | +181.4% | -112.0% | +62.7% |
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 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