+250.7%
JCI vs OUST
-64.1%
+314.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +1.6% |
| 7D | -9.4% | +17.0% | -26.4% | -10.8% |
| 30D | -13.4% | -16.5% | +3.1% | -12.4% |
| 3M | -12.4% | -23.7% | +11.3% | -11.0% |
| 6M | -5.1% | +18.4% | -23.5% | -8.3% |
| YTD | +13.7% | +60.8% | -47.1% | +6.5% |
| 1Y | +11.4% | +44.2% | -32.8% | +5.0% |
| 3Y | +175.9% | +668.1% | -492.2% | +116.3% |
| 5Y | +98.4% | -48.8% | +147.2% | +70.9% |
| All | +250.7% | -64.1% | +314.9% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling