+2,041.8%
JCI vs RIO
+4,825.9%
-2,784.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +8.4% | +0.1% | +8.3% | +8.4% |
| 30D | -8.9% | -10.5% | +1.6% | -6.1% |
| 3M | -6.4% | -15.9% | +9.5% | -2.1% |
| 6M | +1.6% | -22.3% | +23.9% | +8.5% |
| YTD | +20.1% | +9.3% | +10.8% | +16.5% |
| 1Y | +17.2% | +23.0% | -5.8% | +10.1% |
| 3Y | +190.7% | +52.1% | +138.7% | +155.6% |
| 5Y | +99.9% | +88.9% | +11.0% | +63.3% |
| 10Y | +301.8% | +354.1% | -52.3% | +155.9% |
| All | +2,041.8% | +4,825.9% | -2,784.1% | +623.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling