+293.5%
JCI vs URA
+266.3%
+27.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +3.2% | -1.5% | +4.7% | +3.6% |
| 30D | -8.6% | -10.4% | +1.8% | -5.8% |
| 3M | -7.7% | -29.6% | +21.9% | +0.8% |
| 6M | -2.6% | -40.3% | +37.7% | +10.4% |
| YTD | +17.4% | -25.5% | +42.8% | +23.6% |
| 1Y | +16.9% | -26.4% | +43.3% | +23.2% |
| 3Y | +186.7% | +31.4% | +155.3% | +148.2% |
| 5Y | +95.4% | +28.6% | +66.8% | +63.7% |
| All | +293.5% | +266.3% | +27.3% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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