+27.7%
JCI vs USAR
-49.3%
+76.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.9% | -0.4% | -5.8% |
| 7D | -10.7% | -21.8% | +11.1% | -8.8% |
| 30D | -10.4% | -39.9% | +29.5% | -7.0% |
| 3M | -8.3% | -52.5% | +44.3% | -3.4% |
| 6M | -2.1% | -67.9% | +65.8% | +4.7% |
| YTD | +18.4% | -31.1% | +49.5% | +20.2% |
| 1Y | +27.7% | -49.8% | +77.5% | +32.1% |
| All | +27.7% | -49.3% | +76.9% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling