+2,776.2%
JCI vs RIG
-40.2%
+2,816.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.3% |
| 7D | +3.8% | +0.9% | +3.0% | +3.7% |
| 30D | -5.7% | +13.8% | -19.5% | -7.5% |
| 3M | -1.4% | -6.4% | +5.0% | -0.9% |
| 6M | +4.1% | -8.2% | +12.3% | +4.4% |
| YTD | +21.7% | +41.6% | -19.9% | +14.3% |
| 1Y | +36.1% | +88.7% | -52.6% | +22.0% |
| 3Y | +154.4% | -30.9% | +185.3% | +153.6% |
| 5Y | +112.0% | +57.7% | +54.3% | +76.1% |
| 10Y | +322.2% | -39.3% | +361.5% | +213.2% |
| All | +2,776.2% | -40.2% | +2,816.4% | +2,081.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling