+53,441.7%
ORLY vs JCI
+2,671.4%
+50,770.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -2.3% | +5.1% | -7.5% | -3.2% |
| 30D | -8.2% | -3.8% | -4.3% | -7.6% |
| 3M | -3.5% | +1.9% | -5.4% | -4.2% |
| 6M | -9.2% | +11.2% | -20.4% | -11.5% |
| YTD | -5.8% | +22.9% | -28.8% | -10.1% |
| 1Y | -19.3% | +37.4% | -56.7% | -24.7% |
| 3Y | +34.4% | +167.8% | -133.4% | +8.8% |
| 5Y | +117.8% | +115.0% | +2.8% | +81.9% |
| 10Y | +356.9% | +325.3% | +31.6% | +231.1% |
| All | +53,441.7% | +2,671.4% | +50,770.3% | +26,804.3% |
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