+597.6%
JCI vs URI
+7,134.6%
-6,537.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +3.8% | -2.0% | +5.8% | +4.3% |
| 30D | -5.7% | -12.9% | +7.3% | -2.2% |
| 3M | -1.4% | -6.7% | +5.3% | +0.3% |
| 6M | +4.1% | +19.0% | -14.9% | -1.4% |
| YTD | +21.7% | +25.5% | -3.8% | +12.8% |
| 1Y | +36.1% | +5.5% | +30.6% | +31.7% |
| 3Y | +154.4% | +111.3% | +43.1% | +102.2% |
| 5Y | +112.0% | +198.6% | -86.5% | +52.1% |
| 10Y | +322.2% | +1,179.9% | -857.7% | +100.2% |
| All | +597.6% | +7,134.6% | -6,537.0% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling