+83.6%
USB vs JBL
+1,199.1%
-1,115.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.4% |
| 7D | -0.5% | +0.1% | -0.7% | -0.8% |
| 30D | +5.7% | -17.0% | +22.7% | +12.2% |
| 3M | -4.7% | -27.4% | +22.7% | +5.2% |
| 6M | +13.4% | -29.1% | +42.5% | +24.4% |
| YTD | +17.0% | +13.6% | +3.4% | +5.0% |
| 1Y | +32.4% | +22.8% | +9.6% | +14.8% |
| 3Y | +101.7% | +103.0% | -1.3% | +33.3% |
| 5Y | +24.4% | +307.4% | -282.9% | -42.5% |
| 10Y | +83.6% | +1,173.9% | -1,090.3% | -46.0% |
| All | +83.6% | +1,199.1% | -1,115.5% | -46.0% |
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