+5,387.7%
O vs JCI
+2,387.9%
+2,999.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -0.7% | +3.8% | -4.6% | -1.5% |
| 30D | -1.9% | -5.7% | +3.8% | -0.8% |
| 3M | +3.8% | -1.4% | +5.2% | +3.7% |
| 6M | -4.7% | +4.1% | -8.9% | -6.2% |
| YTD | +12.5% | +21.7% | -9.3% | +7.1% |
| 1Y | +10.8% | +36.1% | -25.3% | +2.8% |
| 3Y | +28.8% | +154.4% | -125.7% | +2.8% |
| 5Y | +13.2% | +112.0% | -98.8% | -7.1% |
| 10Y | +53.5% | +322.2% | -268.8% | +7.7% |
| All | +5,387.7% | +2,387.9% | +2,999.8% | +2,277.7% |
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