+9.4%
USB vs JBL
-30.8%
+40.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | -1.8% |
| 7D | -1.5% | -17.9% | +16.4% | -0.9% |
| 30D | +4.3% | -23.6% | +27.8% | +5.3% |
| 3M | -6.1% | -30.2% | +24.1% | -4.8% |
| 6M | +9.4% | -29.9% | +39.3% | +9.3% |
| All | +9.4% | -30.8% | +40.2% | +9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling