+178.9%
JCI vs OSCR
-9.0%
+187.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.7% | +2.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | -4.4% | +10.7% | -15.1% | -5.1% |
| 3M | +1.7% | +13.4% | -11.7% | +0.5% |
| 6M | +8.8% | +144.6% | -135.8% | +1.4% |
| YTD | +22.6% | +128.0% | -105.4% | +14.6% |
| 1Y | +36.2% | +68.7% | -32.4% | +29.2% |
| 3Y | +168.0% | +398.8% | -230.8% | +123.8% |
| 5Y | +113.5% | +87.3% | +26.2% | +75.6% |
| All | +178.9% | -9.0% | +187.8% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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