+16.9%
JCI vs USAR
-51.4%
+68.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | +3.2% | -0.8% | +4.0% | +3.2% |
| 30D | -8.6% | -20.9% | +12.3% | -7.0% |
| 3M | -7.7% | -56.2% | +48.4% | -2.5% |
| 6M | -2.6% | -67.9% | +65.3% | +4.0% |
| YTD | +17.4% | -31.4% | +48.8% | +19.6% |
| 1Y | +16.9% | -45.1% | +62.0% | +19.4% |
| All | +16.9% | -51.4% | +68.3% | +19.4% |
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