+1,682.3%
NOK vs JCI
+2,492.9%
-810.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.8% |
| 7D | +7.3% | +5.1% | +2.1% | +5.4% |
| 30D | +13.8% | -3.8% | +17.6% | +15.4% |
| 3M | -27.0% | +1.9% | -28.9% | -27.3% |
| 6M | +37.6% | +11.2% | +26.4% | +33.3% |
| YTD | +64.6% | +22.9% | +41.7% | +53.8% |
| 1Y | +132.0% | +37.4% | +94.6% | +108.1% |
| 3Y | +183.7% | +167.8% | +15.8% | +97.2% |
| 5Y | +101.3% | +115.0% | -13.7% | +49.5% |
| 10Y | +122.4% | +325.3% | -202.9% | +24.9% |
| All | +1,682.3% | +2,492.9% | -810.6% | +272.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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