+325.3%
JCI vs UAL
+103.3%
+222.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.7% |
| 7D | +5.1% | +3.5% | +1.7% | +4.2% |
| 30D | -3.8% | -16.5% | +12.6% | +0.6% |
| 3M | +1.9% | +2.8% | -0.9% | +0.7% |
| 6M | +11.2% | +17.6% | -6.4% | +5.3% |
| YTD | +22.9% | -3.2% | +26.1% | +21.4% |
| 1Y | +37.4% | +0.4% | +36.9% | +33.8% |
| 3Y | +167.8% | +128.2% | +39.7% | +101.2% |
| 5Y | +115.0% | +137.7% | -22.7% | +53.0% |
| 10Y | +325.3% | +99.1% | +226.2% | +176.4% |
| All | +325.3% | +103.3% | +222.0% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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