+33.3%
JCI vs OMC
+5.7%
+27.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.4% |
| 7D | +0.4% | -6.2% | +6.6% | +0.3% |
| 30D | -7.7% | -7.6% | -0.2% | -7.9% |
| 3M | +2.8% | +7.4% | -4.6% | +2.6% |
| 6M | +7.2% | +0.1% | +7.1% | +7.5% |
| YTD | +20.0% | +0.4% | +19.5% | +19.5% |
| 1Y | +33.3% | +7.8% | +25.5% | +32.0% |
| All | +33.3% | +5.7% | +27.6% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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