-39.0%
U vs JCI
+279.7%
-318.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -2.3% |
| 7D | -3.8% | +3.8% | -7.6% | -6.3% |
| 30D | +17.5% | -5.7% | +23.1% | +22.0% |
| 3M | +38.7% | -1.4% | +40.1% | +38.5% |
| 6M | +104.4% | +4.1% | +100.3% | +92.3% |
| YTD | -5.7% | +21.7% | -27.4% | -23.1% |
| 1Y | +3.7% | +36.1% | -32.5% | -22.3% |
| 3Y | +12.3% | +154.4% | -142.1% | -50.9% |
| 5Y | -68.8% | +112.0% | -180.8% | -86.2% |
| All | -39.0% | +279.7% | -318.7% | -71.8% |
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