+49.9%
JOUT vs SPY
+304.1%
-254.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.8% |
| 30D | +10.6% | -3.7% | +14.3% | +14.0% |
| 3M | -0.3% | -2.7% | +2.4% | +1.9% |
| 6M | -6.7% | +2.2% | -8.8% | -8.7% |
| YTD | +14.6% | +10.8% | +3.8% | +4.5% |
| 1Y | +25.9% | +11.2% | +14.6% | +14.4% |
| 3Y | +6.0% | +76.5% | -70.5% | -35.4% |
| 5Y | -51.7% | +72.9% | -124.7% | -70.1% |
| 10Y | +49.9% | +304.8% | -254.9% | -64.8% |
| All | +49.9% | +304.1% | -254.2% | -64.8% |
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