+89.2%
USB vs JBL
+1,188.5%
-1,099.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +0.5% |
| 7D | +0.8% | -5.2% | +5.9% | +2.4% |
| 30D | +6.8% | -17.5% | +24.3% | +13.6% |
| 3M | -3.8% | -26.0% | +22.2% | +5.4% |
| 6M | +11.7% | -28.9% | +40.6% | +22.3% |
| YTD | +17.5% | +10.8% | +6.6% | +6.4% |
| 1Y | +33.8% | +18.3% | +15.4% | +17.6% |
| 3Y | +104.2% | +102.2% | +2.0% | +34.9% |
| 5Y | +26.4% | +303.2% | -276.8% | -41.5% |
| 10Y | +89.2% | +1,152.0% | -1,062.8% | -43.7% |
| All | +89.2% | +1,188.5% | -1,099.3% | -43.7% |
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 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