+91.7%
USB vs JBL
+1,126.8%
-1,035.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | 0.0% | -12.3% | +12.3% | +4.5% |
| 30D | +5.8% | -20.2% | +26.0% | +13.8% |
| 3M | -6.0% | -30.6% | +24.7% | +5.4% |
| 6M | +7.8% | -35.8% | +43.5% | +22.5% |
| YTD | +14.6% | +4.9% | +9.7% | +5.8% |
| 1Y | +31.8% | +11.3% | +20.5% | +18.4% |
| 3Y | +91.5% | +89.1% | +2.4% | +29.7% |
| 5Y | +22.0% | +272.1% | -250.0% | -41.7% |
| All | +91.7% | +1,126.8% | -1,035.0% | -42.2% |
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