+293.5%
JCI vs RIG
-46.1%
+339.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.7% |
| 7D | +3.2% | +5.7% | -2.5% | +2.5% |
| 30D | -8.6% | -0.7% | -7.9% | -8.6% |
| 3M | -7.7% | -3.1% | -4.6% | -7.7% |
| 6M | -2.6% | -16.3% | +13.7% | -1.4% |
| YTD | +17.4% | +34.1% | -16.8% | +12.2% |
| 1Y | +16.9% | +38.2% | -21.2% | +11.3% |
| 3Y | +186.7% | -15.3% | +202.0% | +178.9% |
| 5Y | +95.4% | +62.5% | +32.9% | +70.7% |
| All | +293.5% | -46.1% | +339.6% | +215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling