+335.9%
JOF vs SPY
+2,945.2%
-2,609.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -1.1% |
| 7D | -6.3% | -4.7% | -1.6% | -2.6% |
| 30D | -15.6% | -5.9% | -9.6% | -11.4% |
| 3M | -9.4% | -4.5% | -4.9% | -6.0% |
| 6M | -2.3% | +1.8% | -4.1% | -3.6% |
| YTD | +3.4% | +8.3% | -4.9% | -2.9% |
| 1Y | +13.4% | +9.3% | +4.0% | +5.6% |
| 3Y | +82.5% | +74.9% | +7.7% | +15.3% |
| 5Y | +59.9% | +67.3% | -7.4% | +2.1% |
| 10Y | +125.1% | +311.6% | -186.5% | -36.3% |
| All | +335.9% | +2,945.2% | -2,609.3% | -81.2% |
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