+104.8%
JCI vs USAR
-18.7%
+123.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.8% | -8.1% | +2.4% |
| 7D | -9.4% | -14.5% | +5.1% | -9.0% |
| 30D | -13.4% | -37.8% | +24.4% | -12.5% |
| 3M | -12.4% | -52.8% | +40.4% | -11.0% |
| 6M | -5.1% | -71.2% | +66.1% | -3.1% |
| YTD | +13.7% | -30.9% | +44.6% | +15.1% |
| 1Y | +11.4% | -48.0% | +59.4% | +12.9% |
| 3Y | +175.9% | -19.7% | +195.6% | +169.4% |
| All | +104.8% | -18.7% | +123.6% | +88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling