+2,309.0%
JCI vs UL
+2,729.0%
-420.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | +2.9% | -1.7% | +4.6% | +3.4% |
| 30D | -6.9% | +4.5% | -11.4% | -8.9% |
| 3M | -6.3% | +5.5% | -11.8% | -8.7% |
| 6M | +2.6% | +17.0% | -14.4% | -4.5% |
| YTD | +21.8% | +3.2% | +18.6% | +18.3% |
| 1Y | +19.6% | -1.9% | +21.5% | +18.1% |
| 3Y | +194.9% | +33.6% | +161.4% | +156.5% |
| 5Y | +108.1% | +31.5% | +76.7% | +79.7% |
| 10Y | +307.6% | +103.9% | +203.7% | +191.7% |
| All | +2,309.0% | +2,729.0% | -420.0% | +480.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling