+326.9%
JCI vs URI
+1,171.2%
-844.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +3.8% | -2.0% | +5.8% | +4.5% |
| 30D | -5.7% | -12.9% | +7.3% | -0.8% |
| 3M | -1.4% | -6.7% | +5.3% | +0.9% |
| 6M | +4.1% | +19.0% | -14.9% | -3.8% |
| YTD | +21.7% | +25.5% | -3.8% | +8.9% |
| 1Y | +36.1% | +5.5% | +30.6% | +29.6% |
| 3Y | +154.4% | +111.3% | +43.1% | +80.1% |
| 5Y | +112.0% | +198.6% | -86.5% | +27.8% |
| All | +326.9% | +1,171.2% | -844.4% | +63.3% |
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