+16.1%
JCI vs RL
+22.6%
-6.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -5.9% | +1.3% | -7.2% | -6.1% |
| 30D | -10.4% | +7.6% | -18.0% | -11.6% |
| 3M | -6.1% | -1.5% | -4.6% | -6.0% |
| 6M | +1.7% | +12.1% | -10.4% | -0.3% |
| YTD | +18.9% | +13.9% | +4.9% | +14.4% |
| 1Y | +16.1% | +20.7% | -4.5% | +10.2% |
| All | +16.1% | +22.6% | -6.5% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling