+301.7%
JCI vs URI
+1,313.6%
-1,011.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.9% | -2.1% | +2.1% |
| 7D | -3.4% | -4.0% | +0.6% | -1.8% |
| 30D | -10.1% | +6.8% | -16.9% | -12.3% |
| 3M | -6.8% | -2.8% | -4.0% | -5.9% |
| 6M | +2.0% | +20.9% | -18.9% | -5.5% |
| YTD | +19.2% | +40.2% | -21.1% | +1.8% |
| 1Y | +16.7% | +34.1% | -17.3% | +1.5% |
| 3Y | +194.3% | +164.1% | +30.2% | +89.2% |
| 5Y | +103.0% | +199.3% | -96.3% | +20.2% |
| 10Y | +301.7% | +1,218.8% | -917.1% | +36.8% |
| All | +301.7% | +1,313.6% | -1,011.9% | +36.8% |
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