+208.1%
JCI vs RDW
-0.7%
+208.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.4% |
| 7D | +0.7% | +0.9% | -0.1% | +0.6% |
| 30D | -4.4% | -21.3% | +16.8% | -2.6% |
| 3M | +1.7% | -37.9% | +39.5% | +4.8% |
| 6M | +8.8% | +12.3% | -3.5% | +4.7% |
| YTD | +22.6% | +39.7% | -17.1% | +13.6% |
| 1Y | +36.2% | +25.7% | +10.5% | +25.7% |
| 3Y | +168.0% | +230.8% | -62.8% | +110.7% |
| 5Y | +113.5% | -8.8% | +122.2% | +70.1% |
| All | +208.1% | -0.7% | +208.9% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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