+116.9%
JCI vs URI
+200.7%
-83.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.3% |
| 7D | +3.8% | -2.0% | +5.8% | +4.6% |
| 30D | -5.7% | -12.9% | +7.3% | -0.6% |
| 3M | -1.4% | -6.7% | +5.3% | +1.0% |
| 6M | +4.1% | +19.0% | -14.9% | -4.1% |
| YTD | +21.7% | +25.5% | -3.8% | +8.1% |
| 1Y | +36.1% | +5.5% | +30.6% | +29.5% |
| 3Y | +154.4% | +111.3% | +43.1% | +71.3% |
| All | +116.9% | +200.7% | -83.8% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling