+288.2%
JCI vs UAL
+99.5%
+188.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -5.9% | +12.5% | -18.3% | -8.8% |
| 30D | -10.4% | +12.2% | -22.6% | -13.2% |
| 3M | -6.1% | -2.6% | -3.5% | -5.9% |
| 6M | +1.7% | +21.1% | -19.4% | -4.3% |
| YTD | +18.9% | +7.8% | +11.1% | +13.9% |
| 1Y | +16.1% | +25.4% | -9.3% | +6.7% |
| 3Y | +187.8% | +217.3% | -29.5% | +98.5% |
| 5Y | +103.2% | +132.9% | -29.7% | +45.5% |
| 10Y | +288.2% | +101.1% | +187.1% | +162.1% |
| All | +288.2% | +99.5% | +188.7% | +162.1% |
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