+41.2%
USB vs JBL
+405.9%
-364.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +1.4% | +3.0% | -1.6% | +0.6% |
| 30D | -1.3% | -8.3% | +7.0% | +0.7% |
| 3M | +15.2% | -16.9% | +32.1% | +20.0% |
| 6M | +18.8% | +21.8% | -2.9% | +9.3% |
| YTD | +21.0% | +36.3% | -15.3% | +7.0% |
| 1Y | +34.0% | +49.5% | -15.5% | +14.0% |
| 3Y | +95.3% | +170.6% | -75.3% | +29.7% |
| All | +41.2% | +405.9% | -364.8% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling