+134.1%
JOF vs SPY
+315.0%
-180.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.9% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -12.5% | -3.3% | -9.2% | -10.8% |
| 3M | -10.7% | -2.4% | -8.3% | -9.4% |
| 6M | -3.5% | +2.6% | -6.1% | -4.8% |
| YTD | +5.4% | +11.2% | -5.9% | -0.7% |
| 1Y | +15.6% | +13.4% | +2.2% | +7.8% |
| 3Y | +91.6% | +79.9% | +11.7% | +37.1% |
| 5Y | +64.7% | +72.2% | -7.4% | +19.8% |
| 10Y | +134.1% | +307.3% | -173.2% | -2.8% |
| All | +134.1% | +315.0% | -180.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling