+76.2%
O vs JCI
+291.9%
-215.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | 0.0% |
| 7D | -0.4% | +3.2% | -3.6% | -1.4% |
| 30D | +7.1% | -8.6% | +15.7% | +9.5% |
| 3M | -5.2% | -7.7% | +2.5% | -3.7% |
| 6M | -1.8% | -2.6% | +0.8% | -2.9% |
| YTD | +9.1% | +17.4% | -8.3% | +0.3% |
| 1Y | +9.7% | +16.9% | -7.2% | +0.8% |
| 3Y | +39.1% | +186.7% | -147.6% | -15.4% |
| 5Y | +8.4% | +95.4% | -87.0% | -23.0% |
| All | +76.2% | +291.9% | -215.7% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling