+293.5%
JCI vs RIO
+354.4%
-60.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +3.2% | -0.9% | +4.1% | +3.6% |
| 30D | -8.6% | -9.1% | +0.5% | -5.3% |
| 3M | -7.7% | -13.7% | +5.9% | -2.7% |
| 6M | -2.6% | -24.3% | +21.8% | +7.7% |
| YTD | +17.4% | +8.9% | +8.5% | +12.3% |
| 1Y | +16.9% | +22.7% | -5.7% | +6.8% |
| 3Y | +186.7% | +51.2% | +135.6% | +137.6% |
| 5Y | +95.4% | +88.1% | +7.3% | +43.9% |
| All | +293.5% | +354.4% | -60.9% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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