+108.7%
USB vs JBL
+1,448.9%
-1,340.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +1.4% | +3.0% | -1.6% | +0.3% |
| 30D | -1.3% | -8.3% | +7.0% | +1.4% |
| 3M | +15.2% | -16.9% | +32.1% | +21.4% |
| 6M | +18.8% | +21.8% | -2.9% | +6.7% |
| YTD | +21.0% | +36.3% | -15.3% | +3.2% |
| 1Y | +34.0% | +49.5% | -15.5% | +8.8% |
| 3Y | +95.3% | +170.6% | -75.3% | +16.1% |
| 5Y | +40.4% | +408.4% | -368.0% | -39.5% |
| All | +108.7% | +1,448.9% | -1,340.2% | -42.3% |
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