+266.6%
JCI vs OUST
-60.6%
+327.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -5.9% | +31.9% | -37.7% | -8.2% |
| 30D | -10.4% | -4.2% | -6.2% | -10.4% |
| 3M | -6.1% | -9.3% | +3.2% | -5.9% |
| 6M | +1.7% | +51.7% | -50.0% | -3.5% |
| YTD | +18.9% | +76.6% | -57.7% | +10.4% |
| 1Y | +16.1% | +48.9% | -32.8% | +9.0% |
| 3Y | +187.8% | +675.3% | -487.4% | +125.4% |
| 5Y | +103.2% | -44.0% | +147.2% | +73.7% |
| All | +266.6% | -60.6% | +327.2% | +216.0% |
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