+116.9%
JCI vs RL
+238.1%
-121.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.2% |
| 7D | +3.8% | -0.8% | +4.6% | +4.1% |
| 30D | -5.7% | -7.8% | +2.1% | -3.1% |
| 3M | -1.4% | -4.0% | +2.6% | -0.4% |
| 6M | +4.1% | -1.9% | +6.0% | +3.6% |
| YTD | +21.7% | -0.2% | +21.9% | +19.8% |
| 1Y | +36.1% | +10.7% | +25.5% | +28.3% |
| 3Y | +154.4% | +210.8% | -56.3% | +58.0% |
| All | +116.9% | +238.1% | -121.2% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling