+27.7%
JCI vs NOC
-7.1%
+34.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.5% | -1.7% | -6.4% |
| 7D | -10.7% | -5.0% | -5.7% | -10.9% |
| 30D | -10.4% | +10.3% | -20.7% | -9.9% |
| 3M | -8.3% | -4.3% | -3.9% | -8.0% |
| 6M | -2.1% | -6.5% | +4.4% | -1.5% |
| YTD | +18.4% | -6.7% | +25.1% | +20.8% |
| 1Y | +27.7% | -7.5% | +35.1% | +29.7% |
| All | +27.7% | -7.1% | +34.7% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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