+461.7%
JCI vs UAL
+242.1%
+219.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | +3.8% | +0.7% | +3.1% | +3.7% |
| 30D | -5.7% | -16.1% | +10.4% | -2.9% |
| 3M | -1.4% | +6.1% | -7.5% | -2.7% |
| 6M | +4.1% | +10.8% | -6.7% | +1.5% |
| YTD | +21.7% | -0.4% | +22.1% | +20.4% |
| 1Y | +36.1% | +5.0% | +31.1% | +33.1% |
| 3Y | +154.4% | +124.0% | +30.4% | +113.3% |
| 5Y | +112.0% | +141.0% | -28.9% | +71.6% |
| 10Y | +322.2% | +118.0% | +204.2% | +222.6% |
| All | +461.7% | +242.1% | +219.7% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling