+301.7%
JCI vs RACE
+738.3%
-436.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.5% |
| 7D | -3.4% | +3.9% | -7.3% | -4.9% |
| 30D | -10.1% | +7.4% | -17.6% | -12.7% |
| 3M | -6.8% | +1.6% | -8.4% | -7.7% |
| 6M | +2.0% | +23.3% | -21.3% | -7.0% |
| YTD | +19.2% | +14.7% | +4.5% | +11.0% |
| 1Y | +16.7% | +2.5% | +14.2% | +13.5% |
| 3Y | +194.3% | +28.0% | +166.3% | +149.4% |
| 5Y | +103.0% | +69.8% | +33.2% | +48.2% |
| 10Y | +301.7% | +734.9% | -433.1% | +87.5% |
| All | +301.7% | +738.3% | -436.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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