+31.1%
USB vs JBL
+23.4%
+7.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.2% | +10.0% | -8.8% | +0.3% |
| 30D | +6.3% | -18.2% | +24.5% | +8.3% |
| 3M | -6.1% | -29.0% | +22.9% | -3.0% |
| 6M | +13.0% | -25.9% | +38.9% | +15.5% |
| YTD | +16.6% | +14.1% | +2.5% | +9.7% |
| 1Y | +31.1% | +21.7% | +9.5% | +20.5% |
| All | +31.1% | +23.4% | +7.7% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling