+302.6%
JCI vs URI
+1,189.9%
-887.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +8.4% | +9.3% | -0.9% | +4.8% |
| 30D | -8.9% | +7.6% | -16.5% | -11.4% |
| 3M | -6.4% | +1.0% | -7.5% | -6.9% |
| 6M | +1.6% | +19.8% | -18.2% | -5.5% |
| YTD | +20.1% | +41.9% | -21.8% | +2.1% |
| 1Y | +17.2% | +33.4% | -16.2% | +2.1% |
| 3Y | +190.7% | +156.0% | +34.7% | +89.1% |
| 5Y | +99.9% | +209.5% | -109.6% | +16.7% |
| All | +302.6% | +1,189.9% | -887.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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