+5,286.6%
O vs JCI
+2,329.1%
+2,957.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +3.5% | -5.9% | +9.4% | +4.6% |
| 30D | +10.4% | -10.4% | +20.8% | +12.4% |
| 3M | -2.4% | -6.1% | +3.7% | -1.8% |
| 6M | -1.2% | +1.7% | -2.9% | -2.6% |
| YTD | +10.4% | +18.9% | -8.5% | +5.0% |
| 1Y | +11.4% | +16.1% | -4.7% | +6.5% |
| 3Y | +40.4% | +187.8% | -147.4% | +8.6% |
| 5Y | +12.1% | +103.2% | -91.1% | -7.6% |
| 10Y | +82.7% | +288.2% | -205.5% | +29.7% |
| All | +5,286.6% | +2,329.1% | +2,957.5% | +2,233.0% |
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