+16.9%
JCI vs RIG
+34.1%
-17.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.5% |
| 7D | +3.2% | +5.7% | -2.5% | +2.8% |
| 30D | -8.6% | -0.7% | -7.9% | -8.6% |
| 3M | -7.7% | -3.1% | -4.6% | -7.8% |
| 6M | -2.6% | -16.3% | +13.7% | -2.1% |
| YTD | +17.4% | +34.1% | -16.8% | +12.5% |
| 1Y | +16.9% | +38.2% | -21.2% | +11.8% |
| All | +16.9% | +34.1% | -17.2% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling