+4,178.0%
USB vs JBL
+32,425.1%
-28,247.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | -0.6% |
| 7D | -1.5% | -17.9% | +16.4% | +1.8% |
| 30D | +4.3% | -23.6% | +27.8% | +8.9% |
| 3M | -6.1% | -30.2% | +24.1% | -0.8% |
| 6M | +9.4% | -29.9% | +39.3% | +14.6% |
| YTD | +15.2% | +3.7% | +11.4% | +12.3% |
| 1Y | +32.8% | +8.5% | +24.3% | +28.3% |
| 3Y | +91.3% | +85.1% | +6.2% | +65.7% |
| 5Y | +22.7% | +267.8% | -245.1% | -6.0% |
| 10Y | +97.0% | +1,135.9% | -1,038.8% | +23.9% |
| All | +4,178.0% | +32,425.1% | -28,247.2% | +1,996.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling