+1,021.1%
JCI vs URA
-31.1%
+1,052.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +3.8% | +1.1% | +2.8% | +3.5% |
| 30D | -5.7% | +7.4% | -13.1% | -7.7% |
| 3M | -1.4% | -8.4% | +7.0% | +0.3% |
| 6M | +4.1% | -12.7% | +16.9% | +6.6% |
| YTD | +21.7% | +7.8% | +14.0% | +16.5% |
| 1Y | +36.1% | +19.5% | +16.7% | +25.1% |
| 3Y | +154.4% | +116.4% | +38.0% | +91.4% |
| 5Y | +112.0% | +134.3% | -22.3% | +48.1% |
| 10Y | +322.2% | +359.3% | -37.0% | +122.9% |
| All | +1,021.1% | -31.1% | +1,052.2% | +790.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling