+221.5%
JOUT vs SPY
+2,954.7%
-2,733.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +3.5% | -2.7% | +6.2% | +5.1% |
| 30D | +8.4% | -5.4% | +13.8% | +11.6% |
| 3M | +0.2% | -4.1% | +4.3% | +2.4% |
| 6M | -9.4% | +0.7% | -10.1% | -9.9% |
| YTD | +14.6% | +8.7% | +5.9% | +9.4% |
| 1Y | +24.0% | +10.9% | +13.1% | +17.1% |
| 3Y | +3.2% | +75.0% | -71.8% | -23.4% |
| 5Y | -52.9% | +67.8% | -120.7% | -64.1% |
| 10Y | +63.7% | +312.9% | -249.1% | -17.1% |
| All | +221.5% | +2,954.7% | -2,733.2% | -14.4% |
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