+2,307.7%
JCI vs OMC
+6,006.3%
-3,698.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.9% |
| 7D | +3.8% | -6.4% | +10.2% | +6.5% |
| 30D | -5.7% | +1.1% | -6.8% | -6.4% |
| 3M | -1.4% | +10.4% | -11.8% | -6.3% |
| 6M | +4.1% | -1.7% | +5.8% | +3.2% |
| YTD | +21.7% | +4.4% | +17.3% | +16.1% |
| 1Y | +36.1% | +8.4% | +27.7% | +26.7% |
| 3Y | +154.4% | +14.4% | +140.0% | +126.7% |
| 5Y | +112.0% | +33.9% | +78.2% | +73.6% |
| 10Y | +322.2% | +34.9% | +287.4% | +229.5% |
| All | +2,307.7% | +6,006.3% | -3,698.5% | +592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling