+95.0%
JCI vs URI
+203.0%
-108.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.8% |
| 7D | +3.2% | +6.7% | -3.5% | +0.6% |
| 30D | -8.6% | +8.9% | -17.5% | -11.5% |
| 3M | -7.7% | +0.5% | -8.3% | -8.0% |
| 6M | -2.6% | +20.7% | -23.2% | -9.7% |
| YTD | +17.4% | +40.0% | -22.7% | -0.2% |
| 1Y | +16.9% | +34.4% | -17.5% | +1.2% |
| 3Y | +186.7% | +149.5% | +37.3% | +80.3% |
| All | +95.0% | +203.0% | -108.0% | +4.5% |
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