+341.0%
JCI vs RL
+297.6%
+43.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | +0.1% |
| 7D | +4.1% | -0.3% | +4.3% | +4.1% |
| 30D | -3.8% | -17.5% | +13.7% | +2.2% |
| 3M | -1.6% | -14.0% | +12.3% | +2.8% |
| 6M | +9.5% | -2.0% | +11.5% | +9.0% |
| YTD | +21.7% | -4.6% | +26.3% | +21.8% |
| 1Y | +37.1% | +9.5% | +27.6% | +30.8% |
| 3Y | +165.2% | +200.5% | -35.3% | +78.4% |
| 5Y | +110.3% | +226.3% | -116.0% | +34.0% |
| 10Y | +341.0% | +304.8% | +36.2% | +150.6% |
| All | +341.0% | +297.6% | +43.4% | +150.6% |
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