+116.9%
JCI vs OUST
-56.2%
+173.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.8% |
| 7D | +3.8% | +5.2% | -1.4% | +3.4% |
| 30D | -5.7% | -19.3% | +13.6% | -4.0% |
| 3M | -1.4% | -22.6% | +21.2% | -0.7% |
| 6M | +4.1% | +62.8% | -58.6% | -2.4% |
| YTD | +21.7% | +68.3% | -46.6% | +13.1% |
| 1Y | +36.1% | +28.5% | +7.6% | +28.0% |
| 3Y | +154.4% | +554.0% | -399.6% | +94.2% |
| All | +116.9% | -56.2% | +173.0% | +101.3% |
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