+186.7%
JCI vs RJF
+76.6%
+110.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | +3.2% | +3.6% | -0.4% | +1.7% |
| 30D | -8.6% | +7.2% | -15.8% | -11.4% |
| 3M | -7.7% | -6.5% | -1.2% | -5.3% |
| 6M | -2.6% | +10.3% | -12.9% | -7.4% |
| YTD | +17.4% | +6.5% | +10.9% | +12.2% |
| 1Y | +16.9% | +6.1% | +10.8% | +11.8% |
| 3Y | +186.7% | +74.9% | +111.9% | +125.6% |
| All | +186.7% | +76.6% | +110.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling