+365.6%
JCI vs REPL
+39.1%
+326.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +4.7% |
| 7D | -3.4% | +14.2% | -17.6% | -3.8% |
| 30D | -10.1% | +65.9% | -76.0% | -11.6% |
| 3M | -6.8% | +84.6% | -91.4% | -8.8% |
| 6M | +2.0% | +446.9% | -445.0% | -6.0% |
| YTD | +19.2% | +129.0% | -109.8% | +10.8% |
| 1Y | +16.7% | +167.9% | -151.1% | +7.8% |
| 3Y | +194.3% | +93.9% | +100.4% | +143.5% |
| 5Y | +103.0% | -33.0% | +136.0% | +78.9% |
| All | +365.6% | +39.1% | +326.5% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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