+288.2%
JCI vs RL
+369.1%
-80.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -5.9% | +1.3% | -7.2% | -6.3% |
| 30D | -10.4% | +7.6% | -18.0% | -12.6% |
| 3M | -6.1% | -1.5% | -4.6% | -5.9% |
| 6M | +1.7% | +12.1% | -10.4% | -3.0% |
| YTD | +18.9% | +13.9% | +4.9% | +12.2% |
| 1Y | +16.1% | +20.7% | -4.5% | +7.3% |
| 3Y | +187.8% | +260.6% | -72.7% | +82.5% |
| 5Y | +103.2% | +248.9% | -145.6% | +26.6% |
| 10Y | +288.2% | +355.9% | -67.7% | +108.1% |
| All | +288.2% | +369.1% | -80.9% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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