+93.1%
JCI vs OUST
-56.4%
+149.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.0% | +2.6% | -5.6% |
| 7D | -16.9% | -5.0% | -11.9% | -16.7% |
| 30D | -17.2% | -32.0% | +14.8% | -14.5% |
| 3M | -14.2% | -32.4% | +18.2% | -11.6% |
| 6M | -8.7% | +6.7% | -15.4% | -11.3% |
| YTD | +10.7% | +41.0% | -30.3% | +4.1% |
| 1Y | +9.7% | +18.0% | -8.3% | +4.5% |
| 3Y | +166.9% | +560.6% | -393.7% | +103.6% |
| 5Y | +93.1% | -55.1% | +148.3% | +78.1% |
| All | +93.1% | -56.4% | +149.5% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling