+95.0%
JCI vs UAL
+117.7%
-22.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.5% | -1.8% |
| 7D | +3.2% | -3.0% | +6.2% | +4.0% |
| 30D | -8.6% | +10.5% | -19.1% | -11.2% |
| 3M | -7.7% | -13.5% | +5.7% | -4.7% |
| 6M | -2.6% | +14.2% | -16.8% | -7.2% |
| YTD | +17.4% | -2.2% | +19.6% | +15.0% |
| 1Y | +16.9% | +12.5% | +4.4% | +10.1% |
| 3Y | +186.7% | +186.8% | -0.1% | +98.8% |
| All | +95.0% | +117.7% | -22.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling