+330.8%
JCI vs RIG
-40.1%
+371.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | +0.4% | -4.2% | +4.6% | +0.8% |
| 30D | -7.7% | -0.7% | -7.0% | -7.7% |
| 3M | +2.8% | -4.0% | +6.8% | +3.0% |
| 6M | +7.2% | -6.3% | +13.6% | +7.2% |
| YTD | +20.0% | +39.7% | -19.8% | +14.5% |
| 1Y | +33.3% | +78.1% | -44.8% | +23.3% |
| 3Y | +161.3% | -29.5% | +190.8% | +159.3% |
| 5Y | +108.8% | +65.3% | +43.4% | +81.8% |
| All | +330.8% | -40.1% | +371.0% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling