+2,221.0%
JCI vs OMC
+6,469.3%
-4,248.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.8% |
| 7D | +3.2% | +1.9% | +1.3% | +2.4% |
| 30D | -8.6% | +12.2% | -20.8% | -13.3% |
| 3M | -7.7% | +0.6% | -8.3% | -8.9% |
| 6M | -2.6% | +21.0% | -23.6% | -11.8% |
| YTD | +17.4% | +12.4% | +5.0% | +7.8% |
| 1Y | +16.9% | +25.4% | -8.5% | +2.1% |
| 3Y | +186.7% | +29.2% | +157.6% | +141.1% |
| 5Y | +95.4% | +52.6% | +42.8% | +50.5% |
| 10Y | +292.7% | +53.6% | +239.1% | +188.4% |
| All | +2,221.0% | +6,469.3% | -4,248.2% | +543.3% |
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