+341.0%
JCI vs RCAT
-98.5%
+439.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -1.0% |
| 7D | +4.1% | -2.3% | +6.4% | +4.1% |
| 30D | -3.8% | -18.7% | +14.9% | -3.8% |
| 3M | -1.6% | -29.3% | +27.6% | -1.5% |
| 6M | +9.5% | -42.3% | +51.8% | +9.7% |
| YTD | +21.7% | +2.5% | +19.2% | +21.5% |
| 1Y | +37.1% | -5.7% | +42.8% | +36.9% |
| 3Y | +165.2% | +764.9% | -599.7% | +162.5% |
| 5Y | +110.3% | +182.3% | -72.0% | +108.3% |
| 10Y | +341.0% | -98.5% | +439.5% | +350.9% |
| All | +341.0% | -98.5% | +439.5% | +350.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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