+551.7%
JCI vs URI
+7,462.1%
-6,910.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | -9.4% | -9.8% | +0.4% | -6.8% |
| 30D | -13.4% | +1.7% | -15.2% | -13.7% |
| 3M | -12.4% | -9.1% | -3.3% | -10.2% |
| 6M | -5.1% | +9.9% | -15.0% | -7.6% |
| YTD | +13.7% | +31.2% | -17.5% | +4.2% |
| 1Y | +11.4% | +25.9% | -14.5% | +3.1% |
| 3Y | +175.9% | +147.4% | +28.5% | +110.7% |
| 5Y | +98.4% | +179.7% | -81.4% | +44.8% |
| 10Y | +311.2% | +1,419.5% | -1,108.4% | +87.8% |
| All | +551.7% | +7,462.1% | -6,910.4% | +43.8% |
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