+2,307.7%
JCI vs NOC
+16,458.4%
-14,150.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | +3.8% | -5.2% | +9.0% | +5.4% |
| 30D | -5.7% | -7.2% | +1.5% | -3.8% |
| 3M | -1.4% | -5.1% | +3.7% | -0.3% |
| 6M | +4.1% | -31.1% | +35.2% | +14.9% |
| YTD | +21.7% | -8.6% | +30.3% | +23.4% |
| 1Y | +36.1% | -9.7% | +45.9% | +38.2% |
| 3Y | +154.4% | +24.3% | +130.2% | +130.0% |
| 5Y | +112.0% | +52.6% | +59.4% | +76.1% |
| 10Y | +322.2% | +183.6% | +138.6% | +184.3% |
| All | +2,307.7% | +16,458.4% | -14,150.6% | +634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling