+4,395.0%
USB vs JBL
+42,637.0%
-38,242.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.4% | +3.0% | -1.6% | +0.9% |
| 30D | -1.3% | -8.3% | +7.0% | 0.0% |
| 3M | +15.2% | -16.9% | +32.1% | +18.2% |
| 6M | +18.8% | +21.8% | -2.9% | +13.6% |
| YTD | +21.0% | +36.3% | -15.3% | +13.2% |
| 1Y | +34.0% | +49.5% | -15.5% | +22.9% |
| 3Y | +95.3% | +170.6% | -75.3% | +59.0% |
| 5Y | +40.4% | +408.4% | -368.0% | +2.2% |
| 10Y | +107.3% | +1,450.4% | -1,343.1% | +25.8% |
| All | +4,395.0% | +42,637.0% | -38,242.0% | +2,013.9% |
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