+186.7%
JCI vs RL
+250.5%
-63.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +3.2% | +2.6% | +0.6% | +2.4% |
| 30D | -8.6% | +2.9% | -11.5% | -9.5% |
| 3M | -7.7% | 0.0% | -7.7% | -8.0% |
| 6M | -2.6% | +17.1% | -19.7% | -8.3% |
| YTD | +17.4% | +10.1% | +7.2% | +12.0% |
| 1Y | +16.9% | +17.3% | -0.4% | +8.8% |
| 3Y | +186.7% | +249.3% | -62.6% | +92.4% |
| All | +186.7% | +250.5% | -63.8% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling