+175.9%
JCI vs URI
+138.8%
+37.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -9.4% | -9.8% | +0.4% | -6.1% |
| 30D | -13.4% | +1.7% | -15.2% | -13.7% |
| 3M | -12.4% | -9.1% | -3.3% | -9.6% |
| 6M | -5.1% | +9.9% | -15.0% | -8.0% |
| YTD | +13.7% | +31.2% | -17.5% | +1.7% |
| 1Y | +11.4% | +25.9% | -14.5% | +1.2% |
| 3Y | +175.9% | +147.4% | +28.5% | +102.9% |
| All | +175.9% | +138.8% | +37.1% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling