+91.9%
JOF vs SPY
+78.1%
+13.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.5% | +2.6% | -1.1% | -0.2% |
| 30D | -9.9% | -2.0% | -8.0% | -8.8% |
| 3M | -11.3% | -2.8% | -8.5% | -9.6% |
| 6M | -3.0% | +2.1% | -5.2% | -4.2% |
| YTD | +6.4% | +11.5% | -5.1% | -0.3% |
| 1Y | +14.6% | +13.5% | +1.1% | +6.3% |
| 3Y | +91.9% | +77.7% | +14.2% | +33.1% |
| All | +91.9% | +78.1% | +13.8% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling