+270.3%
JCI vs OUST
-62.3%
+332.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.1% |
| 7D | +8.4% | +19.9% | -11.5% | +6.7% |
| 30D | -8.9% | +3.6% | -12.5% | -9.4% |
| 3M | -6.4% | -20.6% | +14.2% | -5.2% |
| 6M | +1.6% | +35.1% | -33.4% | -2.7% |
| YTD | +20.1% | +69.1% | -49.1% | +12.0% |
| 1Y | +17.2% | +49.9% | -32.7% | +10.1% |
| 3Y | +190.7% | +642.4% | -451.7% | +128.5% |
| 5Y | +99.9% | -48.3% | +148.2% | +71.6% |
| All | +270.3% | -62.3% | +332.5% | +220.4% |
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