+302.6%
JCI vs RL
+342.1%
-39.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +8.4% | +2.4% | +6.1% | +7.6% |
| 30D | -8.9% | +4.6% | -13.5% | -10.3% |
| 3M | -6.4% | -1.1% | -5.3% | -6.4% |
| 6M | +1.6% | +16.5% | -14.9% | -4.3% |
| YTD | +20.1% | +11.4% | +8.7% | +14.1% |
| 1Y | +17.2% | +16.1% | +1.1% | +9.7% |
| 3Y | +190.7% | +252.6% | -61.9% | +85.5% |
| 5Y | +99.9% | +244.9% | -145.0% | +24.9% |
| All | +302.6% | +342.1% | -39.5% | +119.9% |
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