+345.8%
JCI vs UUUU
-92.0%
+437.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +4.1% | +1.8% | +2.3% | +4.0% |
| 30D | -3.8% | +1.8% | -5.7% | -4.0% |
| 3M | -1.6% | +1.3% | -2.9% | -2.0% |
| 6M | +9.5% | -26.8% | +36.3% | +10.9% |
| YTD | +21.7% | +0.1% | +21.7% | +19.9% |
| 1Y | +37.1% | +11.2% | +25.9% | +32.9% |
| 3Y | +165.2% | +97.7% | +67.5% | +142.1% |
| 5Y | +110.3% | +127.3% | -17.1% | +85.8% |
| 10Y | +341.0% | +532.6% | -191.6% | +244.6% |
| All | +345.8% | -92.0% | +437.8% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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