+175.9%
JCI vs URA
+36.0%
+139.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.6% |
| 7D | -9.4% | -4.1% | -5.3% | -8.4% |
| 30D | -13.4% | -19.0% | +5.6% | -8.9% |
| 3M | -12.4% | -25.1% | +12.8% | -6.5% |
| 6M | -5.1% | -44.5% | +39.4% | +7.6% |
| YTD | +13.7% | -24.3% | +38.1% | +18.4% |
| 1Y | +11.4% | -28.1% | +39.5% | +17.1% |
| 3Y | +175.9% | +40.7% | +135.2% | +137.5% |
| All | +175.9% | +36.0% | +139.9% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling