+137.3%
JOF vs SPY
+311.8%
-174.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.3% |
| 7D | -2.3% | -0.9% | -1.4% | -1.8% |
| 30D | -11.9% | -2.4% | -9.5% | -10.6% |
| 3M | -10.8% | -1.2% | -9.7% | -10.2% |
| 6M | -4.4% | +3.3% | -7.7% | -6.0% |
| YTD | +5.8% | +12.3% | -6.4% | -0.8% |
| 1Y | +15.1% | +12.4% | +2.7% | +7.8% |
| 3Y | +90.6% | +78.8% | +11.7% | +36.9% |
| 5Y | +67.6% | +75.2% | -7.5% | +20.7% |
| 10Y | +137.3% | +311.1% | -173.8% | -1.7% |
| All | +137.3% | +311.8% | -174.5% | -1.7% |
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