+2,672.6%
JCI vs RIG
-43.4%
+2,716.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.4% | -2.8% |
| 7D | +3.2% | +5.7% | -2.5% | +2.4% |
| 30D | -8.6% | -0.7% | -7.9% | -8.7% |
| 3M | -7.7% | -3.1% | -4.6% | -7.8% |
| 6M | -2.6% | -16.3% | +13.7% | -1.1% |
| YTD | +17.4% | +34.1% | -16.8% | +10.7% |
| 1Y | +16.9% | +38.2% | -21.2% | +9.6% |
| 3Y | +186.7% | -15.3% | +202.0% | +177.2% |
| 5Y | +95.4% | +62.5% | +32.9% | +61.9% |
| 10Y | +292.7% | -46.6% | +339.3% | +197.7% |
| All | +2,672.6% | -43.4% | +2,716.0% | +2,011.3% |
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 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