+197.6%
JCI vs UL
+34.1%
+163.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.4% |
| 7D | +2.9% | -1.7% | +4.6% | +2.8% |
| 30D | -6.9% | +4.5% | -11.4% | -6.9% |
| 3M | -6.3% | +5.5% | -11.8% | -6.3% |
| 6M | +2.6% | +17.0% | -14.4% | +1.5% |
| YTD | +21.8% | +3.2% | +18.6% | +22.9% |
| 1Y | +19.6% | -1.9% | +21.5% | +21.4% |
| All | +197.6% | +34.1% | +163.5% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling