+166.0%
JCI vs OMC
+9.5%
+156.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.4% |
| 7D | +4.1% | -4.2% | +8.3% | +4.8% |
| 30D | -3.8% | -7.5% | +3.7% | -2.7% |
| 3M | -1.6% | +4.6% | -6.3% | -3.1% |
| 6M | +9.5% | -4.8% | +14.4% | +10.1% |
| YTD | +21.7% | -1.0% | +22.7% | +20.8% |
| 1Y | +37.1% | +3.8% | +33.3% | +33.7% |
| All | +166.0% | +9.5% | +156.5% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling