+419.5%
JOF vs SPY
+3,091.8%
-2,672.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | +7.9% | +0.1% | +7.9% | +7.9% |
| 3M | +13.5% | +2.0% | +11.5% | +11.7% |
| 6M | +13.9% | +13.0% | +0.8% | +3.4% |
| YTD | +23.2% | +13.5% | +9.7% | +11.4% |
| 1Y | +32.0% | +20.0% | +12.1% | +14.3% |
| 3Y | +108.5% | +77.2% | +31.3% | +30.2% |
| 5Y | +79.6% | +81.9% | -2.3% | +7.0% |
| 10Y | +185.2% | +314.1% | -128.8% | -19.5% |
| All | +419.5% | +3,091.8% | -2,672.3% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling